Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching

RESEARCH Open Access Exponential stability of stochastic functional differential equations with Markovian switching and delayed impulses via Razumikhin method Lijun Pan1,2 and Jinde Cao1*

Robust stability of a class of stochastic functional differential equations with Markovian switching Feng et al Advances in Difference Equations (2016) 2016 205 DOI 10 1186/s13662 016

Stabilisation of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a

Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps.. Wei Mao 1 ,Quanxin Zhu 2

We have studied and analyzed five different stochastic models: stochastic delay differential equations with Poisson jumps, stochastic partial differential equations with

This paper does not only present more general results on the boundedness and exponential stability of SFDEs with Markovian switching using the multiple auxiliary functions with

In this paper we analyse the almost sure exponential stability and ultimate boundedness of the solutions to a class of neutral stochastic semilinear partial delay

and Mao, X, Stability in distribution of stochastic differential delay equations with Markovian switching, Systems Control Lett. and Han, Q., Delay-dependent exponential stability