Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients
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DOI: 10.1016/j.amc.2015.04.022
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- Mao, Xuerong, 1999. "Stability of stochastic differential equations with Markovian switching," Stochastic Processes and their Applications, Elsevier, vol. 79(1), pages 45-67, January.
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Cited by:
- Zhan, Weijun & Gao, Yan & Guo, Qian & Yao, Xiaofeng, 2019. "The partially truncated Euler–Maruyama method for nonlinear pantograph stochastic differential equations," Applied Mathematics and Computation, Elsevier, vol. 346(C), pages 109-126.
- Li, Bing, 2017. "A note on stability of hybrid stochastic differential equations," Applied Mathematics and Computation, Elsevier, vol. 299(C), pages 45-57.
- Xu, Yan & He, Zhimin & Wang, Peiguang, 2015. "pth moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes," Applied Mathematics and Computation, Elsevier, vol. 269(C), pages 594-605.
- Zhang, Tian & Chen, Huabin, 2019. "The stability with a general decay of stochastic delay differential equations with Markovian switching," Applied Mathematics and Computation, Elsevier, vol. 359(C), pages 294-307.
- Jiang, Yan & Zhai, Junyong, 2019. "Observer-based stabilization of sector-bounded nonlinear stochastic systems in the presence of intermittent measurements," Applied Mathematics and Computation, Elsevier, vol. 346(C), pages 740-752.
- Yu, Peilin & Deng, Feiqi & Sun, Yuanyuan & Wan, Fangzhe, 2022. "Stability analysis of impulsive stochastic delayed Cohen-Grossberg neural networks driven by Lévy noise," Applied Mathematics and Computation, Elsevier, vol. 434(C).
- 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.
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Keywords
Brownian motion; Markov chain; Hybrid pantograph stochastic differential equations; Exponential stability; Generalized Itô formula; Robust stability;All these keywords.
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