<p>This work presents a systematic study of current developments in stochastic differential delay equations driven by nonlinear integrators, detailing various exponential stabilities for stochastic differential equations and large-scale systems. It illustrates the practical use of stochastic stabilization, stochastic destabilization, stochastic flows, and stochastic oscillators in numerous real-world situations.</p>

Exponential Stability of Stochastic Differential Equations (Chapman & Hall Pure and Applied Mathematics)

Science & Math

Mao, Xuerong

Mathematics

CRC-Press

<p>This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic principles at an introductory level but emphasizes current advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag. The theory developed is applicable in different and complicated situations in many branches of science and industry.</p>

STOCHASTIC DIFFERENTIAL EQUATIONS WITH MARKOVIAN SWITCHING

Yuan, Chenggui

IMPERIAL COLLEGE PRESS

Stochastic Differential Equations and Applications

Horwood Pub Ltd

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