A class of stochastic functional differential equations with Markovian switching

DOI10.1216/JIE-2011-23-2-223zbMath1220.60033MaRDI QIDQ548803

Yangzi Hu, Fuke Wu

Publication date: 30 June 2011

Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jiea/1308577870

zbMATH Keywords

global solutionItô formulaMarkovian chainmoment average boundedness in timestochastically ultimate boundedness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear ordinary differential equations and systems (34A34) Stochastic functional-differential equations (34K50) Growth, boundedness, comparison of solutions to functional-differential equations (34K12)

Related Items (1)

Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching

Cites Work

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