Stabilization of stochastic regime-switching Poisson jump equations by delay feedback control

Analytic Approximation of the Solutions of Stochastic Differential Delay Equations with Poisson Jump and Markovian Switching

We are concerned with the stochastic differential delay equations with Poisson jump and Markovian switching SDDEsPJMSs . Most SDDEsPJMSs cannot be solved explicitly as stochastic differential equations. Therefore, numerical solutions have become an important issue in the study of SDDEsPJMSs. The key contribution of this paper is to investigate the strong convergence between the true solutions a...

Stabilisation of hybrid stochastic differential equations by delay feedback control

This paper is concerned with the exponential mean-square stabilisation of hybrid stochastic differential equations (also known as stochastic differential equations with Markovian switching) by delay feedback controls. Although the stabilisation by nondelay feedback controls for such equations has been discussed by several authors, there is so far little on the stabilisation by delay feedback co...

Stabilization by switching time-delay

In this paper we consider some stabilization problems for the wave equation with switching time-delay. We prove exponential stability results for appropriate damping coefficients. The proof of the main results is based on D’Alembert formula, observability inequality and some energy estimates. More general problems, like the Petrovsky system, are also discussed.

Mean Square Stability of Impulsive Stochastic Delay Differential Equations with Markovian Switching and Poisson Jumps

In the paper, based on stochastic analysis theory and Lyapunov functional method, we discuss the mean square stability of impulsive stochastic delay differential equations with markovian switching and poisson jumps, and the sufficient conditions of mean square stability have been obtained. One example illustrates the main results. Furthermore, some well-known results are improved and generalize...

Time delay model for the stochastic volatility with regime switching