EXISTENCE, UNIQUENESS AND ASYMPTOTIC PROPERTIES OF A CLASS OF NONLINEAR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS WITH MARKOVIAN SWITCHING

DOI10.1142/S021949370900266XzbMath1181.60091MaRDI QIDQ5320889

Lin Wang, Fuke Wu

Publication date: 22 July 2009

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

Brownian motionmoment boundednessgeneralized Itô formulaMarkovian chain

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)

Related Items (3)

The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching ⋮ Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching ⋮ Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory

Cites Work

• Unnamed Item
• Unnamed Item
• LaSalle-type theorems for stochastic differential delay equations
• Robust stability and controllability of stochastic differential delay equations with Markovian switching.
• Environmental Brownian noise suppresses explosions in population dynamics.
• Stochastic delay Lotka--Volterra model
• Stochastic differential delay equations with Markovian switching
• The improved LaSalle-type theorems for stochastic functional differential equations
• Approximate solutions of stochastic differential delay equations with Markovian switching
• Stability in distribution of stochastic differential delay equations with Markovian switching
• Stochastic Differential Equations with Markovian Switching
• Khasminskii-Type Theorems for Stochastic Differential Delay Equations

This page was built for publication: EXISTENCE, UNIQUENESS AND ASYMPTOTIC PROPERTIES OF A CLASS OF NONLINEAR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS WITH MARKOVIAN SWITCHING