Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching

zbMath1217.60046MaRDI QIDQ551745

Luo, Jiaowan, Zhen Ting Hou, Jie Zhong Zou

Publication date: 21 July 2011

Published in: Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

comparison principleBrownian motionMarkov chaingeneralized Itô's formulastochastic differential delay equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Stochastic integrals (60H05)

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