𝔖 Bobbio Scriptorium
✦   LIBER   ✦

p-Moment stability of stochastic differential equations with impulsive jump and Markovian switching

✍ Scribed by Huijun Wu; Jitao Sun


Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
216 KB
Volume
42
Category
Article
ISSN
0005-1098

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Comparison principle and stability of It
✍ Jiaowan Luo πŸ“‚ Article πŸ“… 2006 πŸ› Elsevier Science 🌐 English βš– 133 KB

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 probab

An analytic approximation of solutions o
✍ Jianhai Bao; Zhenting Hou πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 426 KB

In this paper, we are concerned with the stochastic differential delay equations with Markovian switching (SDDEwMSs). As stochastic differential equations with Markovian switching (SDEwMSs), most SDDEwMSs cannot be solved explicitly. Therefore, numerical solutions, such as EM method, stochastic Thet

Convergence of the Euler–Maruyama method
✍ Chenggui Yuan; Xuerong Mao πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 133 KB

Stochastic differential equations with Markovian switching (SDEwMSs), one of the important classes of hybrid systems, have been used to model many physical systems that are subject to frequent unpredictable structural changes. The research in this area has been both theoretical and applied. Most of

Numerical analysis for stochastic age-de
✍ 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