References
[1]
Wu
L,
Zheng
W X,
Gao
H.
Dissipativity-Based Sliding Mode Control of Switched Stochastic Systems.
IEEE Trans Automat Contr,
2013, 58: 785-791
CrossRef
Google Scholar
http://scholar.google.com/scholar_lookup?title=Dissipativity-Based Sliding Mode Control of Switched Stochastic Systems&author=Wu L&author=Zheng W X&author=Gao H&publication_year=2013&journal=IEEE Trans Automat Contr&volume=58&pages=785-791
[2]
Zhang
B,
Zhang
C,
Zhao
X.
Hybrid control of stochastic chaotic system based on memristive Lorenz system with discrete and distributed time-varying delays.
CrossRef
Google Scholar
http://scholar.google.com/scholar_lookup?title=Hybrid control of stochastic chaotic system based on memristive Lorenz system with discrete and distributed time-varying delays&author=Zhang B&author=Zhang C&author=Zhao X&
[3]
Wu
D,
Luo
X,
Zhu
S.
Stochastic system with coupling between non-Gaussian and Gaussian noise terms.
Physica A-Statistical Mech its Appl,
2007, 373: 203-214
CrossRef
ADS
Google Scholar
http://scholar.google.com/scholar_lookup?title=Stochastic system with coupling between non-Gaussian and Gaussian noise terms&author=Wu D&author=Luo X&author=Zhu S&publication_year=2007&journal=Physica A-Statistical Mech its Appl&volume=373&pages=203-214
[4]
Shao
J,
Yuan
C.
Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes.
J Math Anal Appl,
2015, 425: 632-654
CrossRef
Google Scholar
http://scholar.google.com/scholar_lookup?title=Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes&author=Shao J&author=Yuan C&publication_year=2015&journal=J Math Anal Appl&volume=425&pages=632-654
[5]
Elliott
R J,
Osakwe
C J U.
Option Pricing for Pure Jump Processes with Markov Switching Compensators.
Finance Stochast,
2006, 10: 250-275
CrossRef
Google Scholar
http://scholar.google.com/scholar_lookup?title=Option Pricing for Pure Jump Processes with Markov Switching Compensators&author=Elliott R J&author=Osakwe C J U&publication_year=2006&journal=Finance Stochast&volume=10&pages=250-275
[6]
Lee
S S,
Mykland
P A.
Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics.
Rev Financ Stud,
2008, 21: 2535-2563
CrossRef
Google Scholar
http://scholar.google.com/scholar_lookup?title=Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics&author=Lee S S&author=Mykland P A&publication_year=2008&journal=Rev Financ Stud&volume=21&pages=2535-2563
[7]
Mao
W,
Zhu
Q,
Mao
X.
Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps.
Appl Math Computation,
2015, 254: 252-265
CrossRef
Google Scholar
http://scholar.google.com/scholar_lookup?title=Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps&author=Mao W&author=Zhu Q&author=Mao X&publication_year=2015&journal=Appl Math Computation&volume=254&pages=252-265
[8]
Agarwal
R P.
Editorial Announcement.
J Inequal Appl,
2011, 2011: 1
CrossRef
Google Scholar
http://scholar.google.com/scholar_lookup?title=Editorial Announcement&author=Agarwal R P&publication_year=2011&journal=J Inequal Appl&volume=2011&pages=1
[9]
Song
M,
Hu
L,
Mao
X.
Khasminskii-type theorems for stochastic functional differential equations.
DCDS-B,
2013, 18: 1697-1714
CrossRef
Google Scholar
http://scholar.google.com/scholar_lookup?title=Khasminskii-type theorems for stochastic functional differential equations&author=Song M&author=Hu L&author=Mao X&publication_year=2013&journal=DCDS-B&volume=18&pages=1697-1714
[10]
Luo
Q,
Mao
X,
Shen
Y.
Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations.
Automatica,
2011, 47: 2075-2081
CrossRef
Google Scholar
http://scholar.google.com/scholar_lookup?title=Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations&author=Luo Q&author=Mao X&author=Shen Y&publication_year=2011&journal=Automatica&volume=47&pages=2075-2081
[11]
Wu
F,
Hu
S.
Khasminskii-type theorems for stochastic functional differential equations with infinite delay.
Stat Probability Lett,
2011, 81: 1690-1694
CrossRef
Google Scholar
http://scholar.google.com/scholar_lookup?title=Khasminskii-type theorems for stochastic functional differential equations with infinite delay&author=Wu F&author=Hu S&publication_year=2011&journal=Stat Probability Lett&volume=81&pages=1690-1694
[12]
Mao
X,
Rassias
M J.
Khasminskii-Type Theorems for Stochastic Differential Delay Equations.
Stochastic Anal Appl,
2005, 23: 1045-1069
CrossRef
Google Scholar
http://scholar.google.com/scholar_lookup?title=Khasminskii-Type Theorems for Stochastic Differential Delay Equations&author=Mao X&author=Rassias M J&publication_year=2005&journal=Stochastic Anal Appl&volume=23&pages=1045-1069
[13]
Applebaum D. Lévy Processes and Stochastic Calculus. Cambridge: Cambridge University Press, 2009.
Google Scholar
http://scholar.google.com/scholar_lookup?title=Applebaum D. Lévy Processes and Stochastic Calculus. Cambridge: Cambridge University Press, 2009&
[14]
Mao X R. Stochastic Differential Equations and Applications. 2nd ed. Cambridge: Woodhead Publishing, 2008.
Google Scholar
http://scholar.google.com/scholar_lookup?title=Mao X R. Stochastic Differential Equations and Applications. 2nd ed. Cambridge: Woodhead Publishing, 2008&
[15]
Meyer P A. Probability and Potentials. Waltham: Blaisdell, 1966.
Google Scholar
http://scholar.google.com/scholar_lookup?title=Meyer P A. Probability and Potentials. Waltham: Blaisdell, 1966&
[16]
Paw?ucki
W,
Ple?niak
W.
Markov's inequality and $C^\infty$ functions on sets with polynomial cusps.
Math Ann,
1986, 275: 467-480
CrossRef
Google Scholar
http://scholar.google.com/scholar_lookup?title=Markov's inequality and $C^\infty$ functions on sets with polynomial cusps&author=Paw?ucki W&author=Ple?niak W&publication_year=1986&journal=Math Ann&volume=275&pages=467-480
[17]
Beckner
W.
Inequalities in Fourier Analysis.
Ann Math,
1975, 102: 159-182
CrossRef
Google Scholar
http://scholar.google.com/scholar_lookup?title=Inequalities in Fourier Analysis&author=Beckner W&publication_year=1975&journal=Ann Math&volume=102&pages=159-182