## 678 Citations

Asymptotic stability in distribution of stochastic differential equations with Markovian switching

- Mathematics
- 2003

ROBUSTNESS OF STABILITY OF STOCHASTIC DIFFERENTIAL DELAY EQUATIONS WITH MARKOVIAN SWITCHING1

- Mathematics
- 2000

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

- MathematicsSyst. Control. Lett.
- 2005

Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps

- Mathematics
- 2008

Exponential stability of neutral stochastic differential functional equations with Markovian switching

- Mathematics2009 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

- Mathematics
- 2004

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

- Mathematics
- 2002

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

- Mathematics
- 2011

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

- Mathematics
- 2012

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

- Mathematics
- 2015

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

- Mathematics
- 1992

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

- Mathematics
- 1990

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

- Mathematics
- 1990

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

- Mathematics
- 1996

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

- Mathematics
- 1994

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

- Mathematics
- 1991

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

- Mathematics
- 1998

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

- MathematicsClassics in Applied Mathematics
- 1994

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