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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Robust H∞ control for stochastic time‐delayed Markovian switching systems under partly known transition rates and actuator saturation via anti‐windup design
Wenhai Qi,Xianwen Gao +1 more
TL;DR: In this article, robust H∞ control for stochastic time-delayed Markovian switching systems under partly known transition rates and actuator saturation via anti-windup design is studied.
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The threshold dynamics in a stochastic SIS epidemic model with vaccination and nonlinear incidence under regime switching
TL;DR: In this article, a stochastic SIS epidemic model with vaccination and nonlinear incidence under regime switching is investigated, and sufficient conditions on the extinction and the permanence in the mean with probability one are established by constructing new Lyapunov functions with regime switching.
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Decomposition of the entropy production rate and nonequilibrium thermodynamics of switching diffusion processes.
Shi-Xian Yang,Hao Ge +1 more
TL;DR: The decomposition of the entropy production rate in one-dimensional SDPs is proposed, based on the flux decomposition, which is modified with the flow of exponential relative information under steady-state fluxes, resulting in another decomposition with all non-negative components.
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Synchronization of complex networks with Markovian switching coupling via aperiodically quantized intermittent pinning control
TL;DR: In this paper, the synchronization of complex networks with Markovian switching couplings was investigated and the complex network was dealt with subject to Markovians, noise, and Markov switches.
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Dissipativity-Based Finite-Time Filtering for Uncertain Semi-Markovian Jump Random Systems With Multiple Time Delays and State Constraints
TL;DR: In this paper , a dissipativity-based finite-time multiple delay-dependent filtering for uncertain semi-Markovian jump random nonlinear systems with state constraints is proposed, and sufficient conditions of the augmented system are generated by the stochastic Lyapunov function.
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.