Stationary solution for a stochastic Liénard equation with Markovian switching

DOI10.1016/S0252-9602(17)30265-5zbMath1064.60145OpenAlexW2782603958MaRDI QIDQ1774242

Lincheng Zhao, Fu-bao Xi

Publication date: 29 April 2005

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(17)30265-5

zbMATH Keywords

truncationcouplingFeller continuity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Related Items (1)

Explicit conditions for asymptotic stability of stochastic Liénard-type equations with Markovian switching

This page was built for publication: Stationary solution for a stochastic Liénard equation with Markovian switching