Stability of semi-Markov evolution systems and its application in financial mathematics

DOI10.1007/BF02377825zbMath0942.60083MaRDI QIDQ1962419

A. G. Burdeinyi, Anatoliy Swishchuk

Publication date: 16 August 2000

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsemi-Markov random evolutionssemi-Markov switchings

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

Cites Work

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• Stochastic stability and control
• Stochastic stability and the dirichlet problem
• Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
• On the monotonicity and constancy of signs of some rational explicit methods for nonlinear systems of ordinary differential equations
• Stability of an autonomous dynamic system with fast Markov switching

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