A note on sufficient conditions for asymptotic stability in distribution of stochastic differential equations with Markovian switching

2014 ◽  
Vol 95 ◽  
pp. 625-631 ◽  
Author(s):  
Nguyen Hai Dang
Keyword(s):  
Asymptotic Stability ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Sufficient Conditions ◽  
Markovian Switching ◽  
Stability In Distribution

scholarly journals Stability of invariant sets of Itô stochastic differential equations with Markovian switching

2006 ◽  
Vol 2006 ◽  
pp. 1-6 ◽  
Author(s):  
Jiaowan Luo
Keyword(s):  
Asymptotic Stability ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Stochastic Stability ◽  
Sufficient Conditions ◽  
Markovian Switching ◽  
Invariant Sets ◽  
Stochastic Asymptotic Stability ◽  
Stability And Instability

Consider the nonlinear Itô stochastic differential equations with Markovian switching, some sufficient conditions for the invariance, stochastic stability, stochastic asymptotic stability, and instability of invariant sets of the equations are derived.

scholarly journals Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching

2021 ◽  
Vol 19 (1) ◽  
pp. 614-628
Author(s):  
Xiaozhi Zhang ◽  
Zhangsheng Zhu ◽  
Chenggui Yuan
Keyword(s):  
Asymptotic Stability ◽  
Differential Equations ◽  
Delay Differential Equations ◽  
Sufficient Conditions ◽  
Markovian Switching ◽  
Stability Of Solutions ◽  
Stochastic Delay Differential Equations ◽  
Stochastic Delay ◽  
The Stability ◽  
Delay Differential

Abstract The aim of this work is to study the asymptotic stability of the time-changed stochastic delay differential equations (SDDEs) with Markovian switching. Some sufficient conditions for the asymptotic stability of solutions to the time-changed SDDEs are presented. In contrast to the asymptotic stability in existing articles, we present the new results on the stability of solutions to time-changed SDDEs, which is driven by time-changed Brownian motion. Finally, an example is given to demonstrate the effectiveness of the main results.

scholarly journals Conditions to Guarantee the Existence of the Solution to Stochastic Differential Equations of Neutral Type

Symmetry ◽  
2020 ◽  
Vol 12 (10) ◽  
pp. 1613
Author(s):  
Mun-Jin Bae ◽  
Chan-Ho Park ◽  
Young-Ho Kim
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Existence And Uniqueness ◽  
Neutral Type ◽  
Sufficient Conditions ◽  
Exponential Estimates ◽  
Analysis Theory ◽  
Linear Growth Condition ◽  
Uniqueness Of The Solution ◽  
The Uniqueness Theorem

The main purpose of this study was to demonstrate the existence and the uniqueness theorem of the solution of the neutral stochastic differential equations under sufficient conditions. As an alternative to the stochastic analysis theory of the neutral stochastic differential equations, we impose a weakened Ho¨lder condition and a weakened linear growth condition. Stochastic results are obtained for the theory of the existence and uniqueness of the solution. We first show that the conditions guarantee the existence and uniqueness; then, we show some exponential estimates for the solutions.

scholarly journals Smoothness of density for stochastic differential equations with Markovian switching

2019 ◽  
Vol 24 (8) ◽  
pp. 3615-3631 ◽  
Author(s):  
Yaozhong Hu ◽  
◽  
David Nualart ◽  
Xiaobin Sun ◽  
Yingchao Xie ◽  
...  
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Markovian Switching

AN ASYMPTOTIC STABILITY THEOREM FOR QUASILINEAR DELAY DIFFERENTIAL EQUATIONS WITH OSCILLATING COEFFICIENTS

2013 ◽  
Vol 24 (11) ◽  
pp. 1350092 ◽  
Author(s):  
NGUYEN TIEN DUNG
Keyword(s):  
Asymptotic Stability ◽  
Differential Equations ◽  
Fixed Point Theory ◽  
Sufficient Conditions ◽  
Point Theory ◽  
Asymptotic Behavior Of Solutions ◽  
Variable Delays ◽  
Nonlinear Anal ◽  
Oscillating Coefficients ◽  
Several Delays

In this paper, we provide new necessary and sufficient conditions of the asymptotic stability for a class of quasilinear differential equations with several delays and oscillating coefficients. Our results are established by means of fixed point theory and improve those obtained in [J. R. Graef, C. Qian and B. Zhang, Asymptotic behavior of solutions of differential equations with variable delays, Proc. London Math. Soc.81 (2000) 72–92; B. Zhang, Fixed points and stability in differential equations with variable delays, Nonlinear Anal.63 (2005) e233–e242].

On Stability of Solutions of Certain Differential Equations of the Third Order

1967 ◽  
Vol 10 (5) ◽  
pp. 681-688 ◽  
Author(s):  
B.S. Lalli
Keyword(s):  
Differential Equation ◽  
Asymptotic Stability ◽  
Lyapunov Function ◽  
Differential Equations ◽  
Global Asymptotic Stability ◽  
Sufficient Conditions ◽  
Stability Of Solutions ◽  
Third Order ◽  
The Third ◽  
Image Position

The purpose of this paper is to obtain a set of sufficient conditions for “global asymptotic stability” of the trivial solution x = 0 of the differential equation1.1using a Lyapunov function which is substantially different from similar functions used in [2], [3] and [4], for similar differential equations. The functions f1, f2 and f3 are real - valued and are smooth enough to ensure the existence of the solutions of (1.1) on [0, ∞). The dot indicates differentiation with respect to t. We are taking a and b to be some positive parameters.

Sign in / Sign up

Export Citation Format

Share Document