[PDF] Top 20 Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching

... the boundedness, exponential stability and almost sure asymptotic stability of stochastic functional differential equations (SFDEs) with Markovian ... See full document

... ones. Stochastic functional differential equations (SFDEs) have been widely used to model such systems (see ...(1986)). Asymptotic stability and boundedness have been two ... See full document

... and boundedness properties of motions of dynamical systems, the partial stability as a new concept plays the key role, and the systems are often determined by all kinds of equa- tions, including ... See full document

... Several stochastic dynamical systems not only rely on current and past values but also include derivatives with ...Neutral stochastic functional differential equations (NSFDEs) are employed to ... See full document

... the stability criteria above require the coefficients of cor- responding systems to satisfy the linear growth condition or the one-side linear growth ...many stochastic systems do not satisfy these ...the ... See full document

... The stability analysis of numerical methods for stochastic dif- ferential equations (SDEs) has received increasing attention in recent ...of stochastic factors, stability here means ... See full document

... the asymptotic sta- bility in mean square or in probability, which means that the numerical solution will tend to zero in mean square or in probability as time t approaches ...the asymptotic behavior ... See full document

... = f(x(t), x(t − τ ), t, r(t)) + g (x(t), x(t − τ ), t, r(t))dB(t). (1.3) In [12], the existence and uniqueness of the solution to Eq. (1.3) are discussed and, moreover, both moment asymptotic boundedness ... See full document

... much stochastic perturbation can this system tolerate without losing the property of asymptotic stability? Such a kind of problem is known as the problem of robust stability, which has ... See full document

... the stability and asymptotic stability of the equations (see also Kolmanovskii and Myshkis ...exponential stability of such equations has not been studied until recently by the ... See full document

... to stochastic delay integro-differential ...the stability of the semi-implicit Euler method for linear stochastic delay integro-differential ...mean-square stability of the Milstein method for ... See full document

... Impulsive stochastic systems with Markovian switching is a class of hybrid dynamical systems, which is com- posed of both the logical switching rule of continuous-time finite-state ... See full document

... to stochastic differential equations with Markovian ...the stability property of stochastic differential equations has always lain at the center of our ... See full document

... years, stochastic parabolic partial differential equations have received a great deal of attention due to their important applications in biological, control engineering, economics, physics, social sciences, ... See full document

... with Markovian switching by the feedback control based on discrete-time state observation with a time ...mean-square stability in this article, but other stability properties, such as almost ... See full document

... special stochastic delay systems, stochastic pantograph equations (SPEs) with unbounded delay have been investigated by many scholars, we can refer to Baker and Buck- war [3], Appleby and Buckwar ... See full document

... of stochastic system model, and their stability analysis has attracted considerable attention in recent ...most stochastic systems cannot be solved explicitly, the research on stochastic ... See full document

... and stability of solution for SDEs under the local Lipschitz ...of stochastic differential delay equations (SDDEs) and obtain the almost sure asymptotic stability of solution to ... See full document

... to stability, some on suppression or on stabilization are one type of ...them. Functional diffe- rential systems are common and important in ...neutral differential systems and generalization of ... See full document

... with stochastic functional differential equations with Markovian switching and called hybrid stochastic retarded systems ...hybrid stochastic delay systems (HSDSs), ... See full document