In this paper, the exponential stability of stochastic differential equations driven by multiplicative fractional Brownian motion (fBm) with Markovian switching is investigated. The quasi-linear cases with the Hurst parameter H ∈ (1/2, 1) and linear cases with H ∈ (0, 1/2) and H ∈ (1/2, 1) are all studied in this work. An example is presented as a demonstration
Abstract In this paper, by employing the fractional power of operators, semigroup theory, and fixed ...
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion wi...
This paper aims to study stability in distribution of Markovian switching jump diffusions. The main ...
AbstractPositive results are derived concerning the long time dynamics of numerical simulations of s...
Stability of stochastic differential equations with Markovian switching has recently received a lot ...
AbstractStability of stochastic differential equations with Markovian switching has recently receive...
Positive results are derived concerning the long time dynamics of numerical simulations of stochasti...
This paper addresses the exponential stability of the trivial solution of some types of evolution eq...
This paper is concerned with the boundedness, exponential stability and almost sure asymptotic stabi...
AbstractThis work is concerned with stability of stochastic differential delay equations with Markov...
Abstract:- Recently Mao [13] established a number of useful stability criteria in terms of M-matrice...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
Abstract In this paper, we study the exponential stability in the pth moment of mild solutions to ne...
In recent years, singular hybrid systems have received considerable attention. However, few results ...
AbstractThis paper discusses the asymptotic stability and exponential stability of nonlinear stochas...
Abstract In this paper, by employing the fractional power of operators, semigroup theory, and fixed ...
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion wi...
This paper aims to study stability in distribution of Markovian switching jump diffusions. The main ...
AbstractPositive results are derived concerning the long time dynamics of numerical simulations of s...
Stability of stochastic differential equations with Markovian switching has recently received a lot ...
AbstractStability of stochastic differential equations with Markovian switching has recently receive...
Positive results are derived concerning the long time dynamics of numerical simulations of stochasti...
This paper addresses the exponential stability of the trivial solution of some types of evolution eq...
This paper is concerned with the boundedness, exponential stability and almost sure asymptotic stabi...
AbstractThis work is concerned with stability of stochastic differential delay equations with Markov...
Abstract:- Recently Mao [13] established a number of useful stability criteria in terms of M-matrice...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
Abstract In this paper, we study the exponential stability in the pth moment of mild solutions to ne...
In recent years, singular hybrid systems have received considerable attention. However, few results ...
AbstractThis paper discusses the asymptotic stability and exponential stability of nonlinear stochas...
Abstract In this paper, by employing the fractional power of operators, semigroup theory, and fixed ...
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion wi...
This paper aims to study stability in distribution of Markovian switching jump diffusions. The main ...
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