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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| Property / DOI: 10.1016/J.NA.2013.09.030 / rank | |||
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Latest revision as of 12:44, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on sufficient conditions for asymptotic stability in distribution of stochastic differential equations with Markovian switching |
scientific article |
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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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