A note on stability in distribution of Markov-modulated stochastic differential equations with reflection
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Publication:640496
DOI10.1016/j.camwa.2011.03.088zbMath1222.60040OpenAlexW2095710687MaRDI QIDQ640496
Publication date: 18 October 2011
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2011.03.088
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05)
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Cites Work
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