AbstractA strong solutions approximation approach for mild solutions of stochastic functional differential equations with Markovian switching driven by Lévy martingales in Hilbert spaces is considered. The Razumikhin–Lyapunov type function methods and comparison principles are studied in pursuit of sufficient conditions for the moment exponential stability and almost sure exponential stability of equations in which we are interested. The results of [A.V. Svishchuk, Yu.I. Kazmerchuk, Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance, Theor. Probab. Math. Statist. 64 (2002) 167–178] are generalized and improved as a special case of our theory
Stability of stochastic differential equations with Markovian switching has recently received a lot ...
Stability of stochastic differential equations with Markovian switching has recently received a lot ...
In this paper we present a result on convergence of approximate solutions of stochastic differential...
In engineering, physics and economics, many dynamical systems involving with stochastic components a...
Abstract:- Recently Mao [13] established a number of useful stability criteria in terms of M-matrice...
The aim of this paper is to investigate exponential stability of paths for a class of Hilbert space-...
Existence and uniqueness of strong solutions for a class of stochastic functional di fferential equa...
In this thesis, pth moment and almost sure stability on a general decay rate for several types of st...
This paper concerns Razumikhin-type theorems on exponential stability of stochastic differential del...
AbstractPositive results are derived concerning the long time dynamics of numerical simulations of s...
AbstractIn this work, we investigate stochastic partial differential equations with variable delays ...
This paper concerns Razumikhin-type theorems on exponential stability of stochastic differential del...
AbstractStability of stochastic differential equations with Markovian switching has recently receive...
Stability of stochastic differential equations with Markovian switching has recently received a lot ...
Stability of stochastic differential equations with Markovian switching has recently received a lot ...
Stability of stochastic differential equations with Markovian switching has recently received a lot ...
Stability of stochastic differential equations with Markovian switching has recently received a lot ...
In this paper we present a result on convergence of approximate solutions of stochastic differential...
In engineering, physics and economics, many dynamical systems involving with stochastic components a...
Abstract:- Recently Mao [13] established a number of useful stability criteria in terms of M-matrice...
The aim of this paper is to investigate exponential stability of paths for a class of Hilbert space-...
Existence and uniqueness of strong solutions for a class of stochastic functional di fferential equa...
In this thesis, pth moment and almost sure stability on a general decay rate for several types of st...
This paper concerns Razumikhin-type theorems on exponential stability of stochastic differential del...
AbstractPositive results are derived concerning the long time dynamics of numerical simulations of s...
AbstractIn this work, we investigate stochastic partial differential equations with variable delays ...
This paper concerns Razumikhin-type theorems on exponential stability of stochastic differential del...
AbstractStability of stochastic differential equations with Markovian switching has recently receive...
Stability of stochastic differential equations with Markovian switching has recently received a lot ...
Stability of stochastic differential equations with Markovian switching has recently received a lot ...
Stability of stochastic differential equations with Markovian switching has recently received a lot ...
Stability of stochastic differential equations with Markovian switching has recently received a lot ...
In this paper we present a result on convergence of approximate solutions of stochastic differential...