Stability in Terms of Two Measures for Stochastic Differential Equations with Markovian Switching

DOI10.1080/07362990500292742zbMath1125.60056OpenAlexW2037657541MaRDI QIDQ5707911

Chenggui Yuan

Publication date: 25 November 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990500292742

zbMATH Keywords

Markov chainstochastic stabilityItô formulain terms of two measures

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (2)

Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching ⋮ Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects

Cites Work

• Unnamed Item
• Robust stability and controllability of stochastic differential delay equations with Markovian switching.
• Stability of stochastic differential equations with Markovian switching
• Perturbing families of Lyapunov functions and stability in terms of two measures
• Stochastic differential delay equations with Markovian switching
• On the boundedness, recurrence and stability of solutions of on ito equation perturbed by a Markov chain
• A stability theorem in terms of two measures

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