Pages that link to "Item:Q1774242"

The following pages link to Stationary solution for a stochastic Liénard equation with Markovian switching (Q1774242):

Displaying 6 items.

• Stochastic Liénard equations with state-dependent switching (Q277057) (← links)
• Explicit conditions for asymptotic stability of stochastic Liénard-type equations with Markovian switching (Q947561) (← links)
• Linear diffusion with stationary switching regime (Q4452119) (← links)
• Stochastic Liénard Equations with Random Switching and Two-time Scales (Q5419664) (← links)
• Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients (Q5916119) (← links)
• Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients (Q5921699) (← links)