IDEAS home Printed from https://ideas.repec.org/r/eee/spapps/v79y1999i1p45-67.html
   My bibliography  Save this item

Stability of stochastic differential equations with Markovian switching

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Siqueira, Adriano F. & Peixoto, Carlos J.T. & Wu, Chen & Qian, Wei-Liang, 2016. "Effect of stochastic transition in the fundamental diagram of traffic flow," Transportation Research Part B: Methodological, Elsevier, vol. 87(C), pages 1-13.
  2. Taras Lukashiv, 2016. "One Form of Lyapunov Operator for Stochastic Dynamic System with Markov Parameters," Journal of Mathematics, Hindawi, vol. 2016, pages 1-5, September.
  3. E. K. Boukas, 2004. "Nonfragile Controller Design for Linear Markovian Jumping Parameters Systems," Journal of Optimization Theory and Applications, Springer, vol. 122(2), pages 241-255, August.
  4. Yang Li & Taitao Feng & Yaolei Wang & Yifei Xin, 2021. "A High Order Accurate and Effective Scheme for Solving Markovian Switching Stochastic Models," Mathematics, MDPI, vol. 9(6), pages 1-15, March.
  5. Li, Bing, 2017. "A note on stability of hybrid stochastic differential equations," Applied Mathematics and Computation, Elsevier, vol. 299(C), pages 45-57.
  6. Li, Yuyuan & Lu, Jianqiu & Kou, Chunhai & Mao, Xuerong & Pan, Jiafeng, 2018. "Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique," Statistics & Probability Letters, Elsevier, vol. 139(C), pages 152-161.
  7. You, Surong & Hu, Liangjian & Mao, Wei & Mao, Xuerong, 2015. "Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations," Statistics & Probability Letters, Elsevier, vol. 102(C), pages 8-16.
  8. Tran, Ky Quan, 2021. "Exponential contraction of switching jump diffusions with a hidden Markov chain," Statistics & Probability Letters, Elsevier, vol. 178(C).
  9. Luo, Jiaowan & Liu, Kai, 2008. "Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps," Stochastic Processes and their Applications, Elsevier, vol. 118(5), pages 864-895, May.
  10. Xu, Guangli & Wang, Yongjin, 2016. "On stability of the Markov-modulated skew CIR process," Statistics & Probability Letters, Elsevier, vol. 109(C), pages 139-144.
  11. Liang, Tiantian & Shi, Shengli & Ma, Yuechao, 2023. "Asynchronous sliding mode control of continuous-time singular markov jump systems with time-varying delay under event-triggered strategy," Applied Mathematics and Computation, Elsevier, vol. 448(C).
  12. You, Surong & Mao, Wei & Mao, Xuerong & Hu, Liangjian, 2015. "Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients," Applied Mathematics and Computation, Elsevier, vol. 263(C), pages 73-83.
  13. Wenhai Qi & Yonggui Kao & Xianwen Gao, 2017. "Further results on finite-time stabilisation for stochastic Markovian jump systems with time-varying delay," International Journal of Systems Science, Taylor & Francis Journals, vol. 48(14), pages 2967-2975, October.
  14. Song, Gongfei & Zhang, Zimeng & Zhu, Yanan & Li, Tao, 2022. "Discrete-time control for highly nonlinear neutral stochastic delay systems," Applied Mathematics and Computation, Elsevier, vol. 430(C).
  15. Ruan, Dehao & Xu, Liping & Luo, Jiaowan, 2019. "Stability of hybrid stochastic functional differential equations," Applied Mathematics and Computation, Elsevier, vol. 346(C), pages 832-841.
  16. Wang, Xingxing & Ma, Yuechao, 2023. "Adaptive non-fragile sliding mode control for switched semi-Markov jump system with time-delay and attack via reduced-order method," Applied Mathematics and Computation, Elsevier, vol. 440(C).
  17. Wei Hu, 2022. "Stability of Impulsive Stochastic Delay Systems with Markovian Switched Delay Effects," Mathematics, MDPI, vol. 10(7), pages 1-12, March.
  18. Tran, Ky Q. & Le, Bich T.N., 2022. "On exponential stability of non-autonomous stochastic differential equations with Markovian switching," Statistics & Probability Letters, Elsevier, vol. 189(C).
  19. E. K. Boukas, 2008. "On State Feedback Stabilization of Singular Systems with Random Abrupt Changes," Journal of Optimization Theory and Applications, Springer, vol. 137(2), pages 335-345, May.
  20. Yue-Chao Ma & Yang-Fan Liu & Hui Chen, 2017. "Reliable finite-time control of uncertain singular nonlinear Markovian jump systems with bounded transition probabilities and time-varying delay," International Journal of Systems Science, Taylor & Francis Journals, vol. 48(11), pages 2249-2261, August.
  21. Khasminskii, R.Z. & Zhu, C. & Yin, G., 2007. "Stability of regime-switching diffusions," Stochastic Processes and their Applications, Elsevier, vol. 117(8), pages 1037-1051, August.
  22. Mao, Xuerong & Shen, Yi & Yuan, Chenggui, 2008. "Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching," Stochastic Processes and their Applications, Elsevier, vol. 118(8), pages 1385-1406, August.
  23. Zhou, Jianping & Sang, Chengyan & Li, Xiao & Fang, Muyun & Wang, Zhen, 2018. "H∞ consensus for nonlinear stochastic multi-agent systems with time delay," Applied Mathematics and Computation, Elsevier, vol. 325(C), pages 41-58.
  24. Zhao, Ping & Feng, Wei & Zhao, Yan & Kang, Yu, 2015. "Finite-time stochastic input-to-state stability of switched stochastic nonlinear systems," Applied Mathematics and Computation, Elsevier, vol. 268(C), pages 1038-1054.
  25. Rathinasamy, Anandaraman & Nair, Priya, 2018. "Asymptotic mean-square stability of weak second-order balanced stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential systems," Applied Mathematics and Computation, Elsevier, vol. 332(C), pages 276-303.
  26. Fan, Zhencheng, 2017. "Convergence of numerical solutions to stochastic differential equations with Markovian switching," Applied Mathematics and Computation, Elsevier, vol. 315(C), pages 176-187.
  27. Yuan, Chenggui & Mao, Xuerong, 2003. "Asymptotic stability in distribution of stochastic differential equations with Markovian switching," Stochastic Processes and their Applications, Elsevier, vol. 103(2), pages 277-291, February.
  28. Yuan, Chenggui & Mao, Xuerong, 2004. "Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(2), pages 223-235.
  29. Xu, Jiang & Chen, Tao & Wen, Xiangdan, 2021. "Analysis of a Bailey–Dietz model for vector-borne disease under regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 580(C).
  30. Zhou, Qi & Yao, Deyin & Wang, Jiahui & Wu, Chengwei, 2016. "Robust control of uncertain semi-Markovian jump systems using sliding mode control method," Applied Mathematics and Computation, Elsevier, vol. 286(C), pages 72-87.
  31. Xi, Fubao, 2004. "Stability of a random diffusion with nonlinear drift," Statistics & Probability Letters, Elsevier, vol. 68(3), pages 273-286, July.
  32. Ma, Yuechao & Chen, Hui, 2015. "Reliable finite-time H∞ filtering for discrete time-delay systems with Markovian jump and randomly occurring nonlinearities," Applied Mathematics and Computation, Elsevier, vol. 268(C), pages 897-915.
  33. Xi, Fubao & Yin, G., 2010. "Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1378-1389, July.
  34. T. Senthilkumar & P. Balasubramaniam, 2011. "Delay-Dependent Robust Stabilization and H ∞ Control for Nonlinear Stochastic Systems with Markovian Jump Parameters and Interval Time-Varying Delays," Journal of Optimization Theory and Applications, Springer, vol. 151(1), pages 100-120, October.
  35. Zhang, Jianyu & Wang, Yingying & Yang, Songwei & Li, Jiaojiao & Qu, Hao, 2024. "A design of fuzzy sliding mode control for Markovian jumping system with different input matrices," Applied Mathematics and Computation, Elsevier, vol. 463(C).
  36. Zhezhe Xin & Chunjie Xiao & Ting Hou & Xiao Shen, 2019. "Robust H ∞ -Control for Uncertain Stochastic Systems with Impulsive Effects," Mathematics, MDPI, vol. 7(12), pages 1-12, December.
  37. Socha, Leslaw & Zhu, Quanxin, 2019. "Exponential stability with respect to part of the variables for a class of nonlinear stochastic systems with Markovian switchings," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 155(C), pages 2-14.
  38. E. K. Boukas, 2004. "Nonfragile Robust Controller for Linear Markovian Jumping Parameter Systems with Multiplicative Brownian Disturbance," Journal of Optimization Theory and Applications, Springer, vol. 122(3), pages 455-469, September.
  39. Obradović, Maja, 2019. "Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching," Applied Mathematics and Computation, Elsevier, vol. 347(C), pages 664-687.
  40. Qian, Wei-Liang & F. Siqueira, Adriano & F. Machado, Romuel & Lin, Kai & Grant, Ted W., 2017. "Dynamical capacity drop in a nonlinear stochastic traffic model," Transportation Research Part B: Methodological, Elsevier, vol. 105(C), pages 328-339.
  41. Xu, Ruiping & Kao, Yonggui & Gao, Cunchen, 2015. "Exponential synchronization of delayed Markovian jump complex networks with generally uncertain transition rates," Applied Mathematics and Computation, Elsevier, vol. 271(C), pages 682-693.
  42. Yingqi Zhang & Yan Shi & Xiaowu Mu & Caixia Liu, 2017. "control for conic non-linear jump systems with partially unknown transition probabilities," International Journal of Systems Science, Taylor & Francis Journals, vol. 48(14), pages 2976-2984, October.
  43. Peng Shi & Yanyan Yin & Fei Liu, 2013. "Gain-Scheduled Worst-Case Control on Nonlinear Stochastic Systems Subject to Actuator Saturation and Unknown Information," Journal of Optimization Theory and Applications, Springer, vol. 156(3), pages 844-858, March.
  44. Ye, Zhiyong & Zhang, He & Zhang, Hongyu & Zhang, Hua & Lu, Guichen, 2015. "Mean square stabilization and mean square exponential stabilization of stochastic BAM neural networks with Markovian jumping parameters," Chaos, Solitons & Fractals, Elsevier, vol. 73(C), pages 156-165.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.