Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching (Q551745)

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scientific article; zbMATH DE number 5929735
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Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching
scientific article; zbMATH DE number 5929735

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    Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching (English)
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    21 July 2011
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    comparison principle
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    Brownian motion
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    stochastic differential delay equations
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    generalized Itô's formula
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    Markov chain
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