A note on sufficient conditions for asymptotic stability in distribution of stochastic differential equations with Markovian switching (Q2637048): Difference between revisions

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Property / DOI: 10.1016/j.na.2013.09.030 / rank
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Property / cites work: Stability of stochastic differential equations with Markovian switching / rank
 
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Property / cites work: Stochastic Differential Equations with Markovian Switching / rank
 
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Property / cites work: Q3959169 / rank
 
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Property / cites work: Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes / rank
 
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Property / cites work: Stochastic population dynamics under regime switching / rank
 
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Latest revision as of 12:44, 19 December 2024

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A note on sufficient conditions for asymptotic stability in distribution of stochastic differential equations with Markovian switching
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    A note on sufficient conditions for asymptotic stability in distribution of stochastic differential equations with Markovian switching (English)
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    18 February 2014
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    stochastic differential equations
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    stability in distribution
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    Itô's formula
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    Markovian switching
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