Stability in distribution of neutral stochastic functional differential equations with Markovian switching (Q641637): Difference between revisions
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Revision as of 21:50, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability in distribution of neutral stochastic functional differential equations with Markovian switching |
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Stability in distribution of neutral stochastic functional differential equations with Markovian switching (English)
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24 October 2011
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The authors derive sufficient conditions for stability in distribution of solutions of neutral stochastic functional differential equations with Markovian switching by using the Lyapunov function approach.
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stability in distribution
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generalized Itô formula
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Markov chain
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