Stability of invariant sets of Itô stochastic differential equations with Markovian switching (Q871338)

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scientific article; zbMATH DE number 5134585
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Stability of invariant sets of Itô stochastic differential equations with Markovian switching
scientific article; zbMATH DE number 5134585

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    Stability of invariant sets of Itô stochastic differential equations with Markovian switching (English)
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    19 March 2007
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    Summary: Consider the nonlinear Itô stochastic differential equations with Markovian switching; some sufficient conditions for the invariance, stochastic stability, stochastic asymptotic stability, and instability of invariant sets of the equations are derived.
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