Stability of Fractional SDEs with Markov Switching Perturbed by Transition Rate Matrices

DOI10.1137/21M1418897zbMath1498.60210OpenAlexW4296674891MaRDI QIDQ5869811

Zhen Zhen Feng, Xiliang Fan

Publication date: 29 September 2022

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/21m1418897

zbMATH Keywords

stabilitystochastic differential equationfractional Brownian motionMarkov switchingtransition rate matrix

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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