Stability of stochastic differential equations with Markovian switching

@article{Mao1999StabilityOS,
  title={Stability of stochastic differential equations with Markovian switching},
  author={Xuerong Mao},
  journal={Stochastic Processes and their Applications},
  year={1999},
  volume={79},
  pages={45-67}
}
  • X. Mao
  • Published 1999
  • Mathematics
  • Stochastic Processes and their Applications
ROBUSTNESS OF STABILITY OF STOCHASTIC DIFFERENTIAL DELAY EQUATIONS WITH MARKOVIAN SWITCHING1
Abstract: In this paper we discuss stochastic differential delay equations with Markovian switching. Such an equation can be regarded as the result of several stochastic differential delay equations
Stabilization of a class of stochastic differential equations with Markovian switching
Exponential stability of neutral stochastic differential functional equations with Markovian switching
  • Xining LiQimin Zhang
  • Mathematics
    2009 International Conference on Machine Learning and Cybernetics
  • 2009
A sufficient condition of exponential stability is established for a class of neutral stochastic differential functional equations Markovian jumping parameters. The analysis consist in using
Asymptotic stability for stochastic differential delay equations with Markovian switching
Recently Mao et al. [16] established a number of useful stability criteria in terms of M-matrices for the exponential stability of nonlinear stochastic differential delay equations with Markovian
Asymptotic Stability for Stochastic Differential Equations with Markovian Switching
Recently Mao [13] established a number of useful stability criteria in terms of M-matrices for the exponential stability of nonlinear stochastic differential equations (SDEs) with Markovian
The Strict Stability of Impulsive Stochastic Functional Differential Equations with Markovian Switching
Strict stability can present the rate of decay of the solution, so more and more investigators are beginning to study the topic and some results have been obtained. However, there are few results
Exponential stability of stochastic functional differential equations with Markovian switching and delayed impulses via Razumikhin method
In this article, by using Razumikhin-type technique, we investigate p th moment exponential stability of stochastic functional differential equations with Markovian switching and delayed impulses.
On pth moment exponential stability of stochastic differential equations with Markovian switching and time-varying delay
In this paper we discuss the problem of pth moment exponential stability for general nonlinear stochastic differential equations with Markovian switching and time-varying delay. By using the Lyapunov
...
...

References

SHOWING 1-10 OF 28 REFERENCES
Applied Theory of Functional Differential Equations
Preface. 1. Models. 2. General Theory. 3. Stability of Retarded Differential Equations. 4. Stability of Neutral Type Functional Differential Equations. 5. Stability of Stochastic Functional
Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
Consideration is given to the control of continuous-time linear systems that possess randomly jumping parameters which can be described by finite-state Markov processes. The relationship between
Jump linear systems in automatic control
This book is a monograph on hybrid parameter processes that are characterized by the presence of a discrete parameter and continuous variables. The author considers stochastic models in which the
Stability of a Random diffusion with linear drift
We consider a linear system with Markovian switching which is perturbed by Gaussian type noise. If the linear system is mean square stable then we show that under certain conditions the perturbed
Exponential Stability of Stochastic Di erential Equations
This unique, self-contained reference presents a systematic study of current developments in stochastic differential delay equations driven by nonlinear integrators - detailing various exponential
Stability of Stochastic Differential Equations With Respect to Semimartingales
Aims to systemize the results available in literature to be found on stability of stochastic differential equations. Numerous problems in engineering, biology and economics lead to the study of
Stochastic Differential Equations and Applications
This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on theory and
Nonnegative Matrices in the Mathematical Sciences
1. Matrices which leave a cone invariant 2. Nonnegative matrices 3. Semigroups of nonnegative matrices 4. Symmetric nonnegative matrices 5. Generalized inverse- Positivity 6. M-matrices 7. Iterative
Stability of Stochastic Di erential Equations with Respect to Semi- martingales
  • Longman Scienti c and Technical,
  • 1991
Stability of a random di usion with linear drift
  • J. Math. Anal. Appl
  • 1996
...
...