Stability of hybrid pantograph stochastic functional differential equations

[1]  Meng Liu,et al.  Stability of numerical solutions for the stochastic pantograph differential equations with variable step size , 2021, J. Comput. Appl. Math..

[2]  Liangjian Hu,et al.  On exponential stability of hybrid neutral stochastic differential delay equations with different structures , 2021, Nonlinear Analysis: Hybrid Systems.

[3]  Yong Ren,et al.  Pantograph stochastic differential equations driven by G-Brownian motion , 2019 .

[4]  Quanxin Zhu,et al.  Stabilization of Stochastic Nonlinear Delay Systems With Exogenous Disturbances and the Event-Triggered Feedback Control , 2019, IEEE Transactions on Automatic Control.

[5]  Yong Ren,et al.  Stability analysis of stochastic pantograph multi-group models with dispersal driven by G-Brownian motion , 2019, Appl. Math. Comput..

[6]  X. Mao,et al.  Almost sure stability with general decay rate of neutral stochastic pantograph equations with Markovian switching , 2019, Electronic Journal of Qualitative Theory of Differential Equations.

[7]  Huan Su,et al.  Stability of complex-valued impulsive stochastic functional differential equations on networks with Markovian switching , 2019, Appl. Math. Comput..

[8]  Qigui Yang,et al.  Stability of neutral stochastic functional differential equations with Markovian switching driven by G-Brownian motion , 2018 .

[9]  X. Mao,et al.  Exponential Stability of Highly Nonlinear Neutral Pantograph Stochastic Differential Equations , 2018, Asian Journal of Control.

[10]  Peng Shi,et al.  Stability analysis for neutral stochastic delay systems with Markovian switching , 2017, Syst. Control. Lett..

[11]  Marija Milosevic,et al.  Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method , 2017, J. Comput. Appl. Math..

[12]  Lichao Feng,et al.  Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching , 2016, J. Frankl. Inst..

[13]  Xiaohua Ding,et al.  Stochastic stability for pantograph multi-group models with dispersal and stochastic perturbation , 2016, J. Frankl. Inst..

[14]  Fathi Abid,et al.  An application of stochastic control theory to a bank portfolio choice problem , 2016 .

[15]  Shengyuan Xu,et al.  Stability analysis of random systems with Markovian switching and its application , 2016, J. Frankl. Inst..

[16]  Liangjian Hu,et al.  Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients , 2015, Appl. Math. Comput..

[17]  Frédéric Mazenc,et al.  Stability Analysis of Time-Varying Neutral Time-Delay Systems , 2015, IEEE Transactions on Automatic Control.

[18]  Gang George Yin,et al.  Almost Sure and pth-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems , 2014, SIAM J. Control. Optim..

[19]  Marija Milošević,et al.  Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation , 2014, Appl. Math. Comput..

[20]  Yingdong Lu.  Theory of Martingales , 2013 .

[21]  Xuerong Mao,et al.  A note on almost sure asymptotic stability of neutral stochastic delay differential equations with Markovian switching , 2012, Autom..

[22]  Feng Jiang,et al.  Asymptotic stability of stochastic pantograph differential equations with Markovian switching , 2010 .

[23]  D. Applebaum,et al.  Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise , 2009, Journal of Applied Probability.

[24]  Wei Xing Zheng,et al.  Delay-Dependent Stochastic Stability and $H_{\infty} $-Control of Uncertain Neutral Stochastic Systems With Time Delay , 2009, IEEE Transactions on Automatic Control.

[25]  Zhou Shao-bo,et al.  RAZUMIKHIN-TYPE THEOREMS OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS , 2009 .

[26]  Xuerong Mao,et al.  Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching , 2008 .

[27]  Xuerong Mao,et al.  Stochastic Differential Equations With Markovian Switching , 2006 .

[28]  Xuerong Mao,et al.  Khasminskii-Type Theorems for Stochastic Differential Delay Equations , 2005 .

[29]  Tao Pang,et al.  An Application of Stochastic Control Theory to Financial Economics , 2004, SIAM J. Control. Optim..

[30]  X. Mao,et al.  Asymptotic stability in distribution of stochastic differential equations with Markovian switching , 2003 .

[31]  A. I. Matasov,et al.  Neutral Stochastic Differential Delay Equations with Markovian Switching , 2003 .

[32]  Fabrice Baudoin,et al.  Conditioned stochastic differential equations: theory, examples and application to finance , 2002 .

[33]  X. Mao.  Stability of stochastic differential equations with Markovian switching , 1999 .

[34]  Gopal K. Basak,et al.  Stability of a Random diffusion with linear drift , 1996 .