Stability of stochastic differential equations with Markovian switching
TLDR
In this paper, the authors discuss the exponential stability of nonlinear stochastic differential equations with Markovian switching and show that the stability can be improved by using Markovians.About:
This article is published in Stochastic Processes and their Applications.The article was published on 1999-01-01 and is currently open access. It has received 714 citations till now. The article focuses on the topics: Stochastic partial differential equation & Stochastic differential equation.read more
Citations
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Journal ArticleDOI
p-Moment stability of stochastic differential equations with impulsive jump and Markovian switching
Huijun Wu,Jitao Sun +1 more
TL;DR: Some stability criteria of p-moment stability for stochastic differential equations with impulsive jump and Markovian switching are obtained by using Liapunov function method.
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Stability of regime-switching diffusions
TL;DR: In this article, the stability and instability of regime switching diffusion processes are investigated. And the notion of stability is recalled and necessary conditions for p-stability are obtained, and main results on stability and stability for systems arising in approximation are presented.
Journal ArticleDOI
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
TL;DR: In this article, the authors discuss the almost surely asymptotic stability of the neutral stochastic differential delay equations (NSDDEs) with Markovian switching, and discuss linear and nonlinear examples to illustrate the theory.
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Exponential filtering for uncertain Markovian jump time-delay systems with nonlinear disturbances
TL;DR: The problem of exponential filtering for the class of uncertain time-delay jump systems with nonlinear disturbances can be solved in terms of the solutions to a set of linear (quadratic) matrix inequalities.
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Synchronization of Markovian jumping inertial neural networks and its applications in image encryption
TL;DR: The proposed results proved that the error system is globally asymptotically stable in the mean square and the criteria which ensure the synchronization between the uncontrolled system and controlled system are established through designed feedback controllers and linear matrix inequalities.
References
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Book
Nonnegative Matrices in the Mathematical Sciences
TL;DR: 1. Matrices which leave a cone invariant 2. Nonnegative matrices 3. Semigroups of non negative matrices 4. Symmetric nonnegativeMatrices 5. Generalized inverse- Positivity 6. M-matrices 7. Iterative methods for linear systems 8. Finite Markov Chains
BookDOI
Stochastic differential equations and applications
TL;DR: In this paper, the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form, are discussed, as well as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists.
Book
Applied Theory of Functional Differential Equations
TL;DR: In this paper, the authors present an overview of state estimates of stochastic systems with delay and their control for deterministic FEDs, including optimal control of Stochastic Delay Systems.