Stationary distribution of periodic stochastic differential equations with Markov switching
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Publication:6500061
DOI10.1016/J.JMAA.2024.128291MaRDI QIDQ6500061
Yongmei Cai, Xuerong Mao, Yuyuan Li
Publication date: 10 May 2024
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
stabilityWasserstein metricstationary distributionMarkov switchingperiodic stochastic differential equation
Stochastic analysis (60Hxx) Model systems in control theory (93Cxx) Stochastic systems and control (93Exx)
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