𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Comparison principle and stability of Ito stochastic differential delay equations with Poisson jump and Markovian switching

✍ Scribed by Jiaowan Luo

Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
133 KB
Volume
64
Category
Article
ISSN
0362-546X

No coin nor oath required. For personal study only.

✦ Synopsis

In this paper the comparison principle for the nonlinear ItΓ΄ stochastic differential delay equations with Poisson jump and Markovian switching is established. Later, using this comparison principle, we obtain some stability criteria, including stability in probability, asymptotic stability in probability, stability in the pth mean, asymptotic stability in the pth mean and the pth moment exponential stability of such equations. Some known results are generalized and improved.

πŸ“œ SIMILAR VOLUMES

The stability of neutral stochastic dela
The stability of neutral stochastic delay differential equations with Poisson jumps by fixed points
✍ Dezhi Liu; Guiyuan Yang; Wei Zhang πŸ“‚ Article πŸ“… 2011 πŸ› Elsevier Science 🌐 English βš– 209 KB

In the paper, the asymptotic mean square stability of the zero solution for neutral stochastic delay differential equations with Poisson jumps is studied by fixed points theory without Lyapunov functions. The coefficient functions have not been asked for a fixed sign, and the sufficient condition fo

Numerical analysis for stochastic age-de
Numerical analysis for stochastic age-dependent population equations with Poisson jump and phase semi-Markovian switching
✍ A. Rathinasamy; Baojian Yin; B. Yasodha πŸ“‚ Article πŸ“… 2011 πŸ› Elsevier Science 🌐 English βš– 610 KB

In this paper, we shall examine the convergence of semi-implicit Euler approximation for stochastic age-dependent population equations with Poisson jump and phase semi-Markovian switching. Here, the main ideas from the papers [2] and Wang and Wang (2010) are successfully developed to the more gene