Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching

DOI10.1007/s10013-015-0181-8zbMath1358.34090OpenAlexW2236660264MaRDI QIDQ505851

Nguyen Thanh Dieu

Publication date: 26 January 2017

Published in: Vietnam Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10013-015-0181-8

zbMATH Keywords

Markov switchingItô's formulastochastic differential delay equationsstability in distribution

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Nonautonomous smooth dynamical systems (37C60)

Related Items (1)

On exponential stability of non-autonomous stochastic differential equations with Markovian switching

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