A note on sufficient conditions for asymptotic stability in distribution of stochastic differential equations with Markovian switching (Q2637048): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Stability of stochastic differential equations with Markovian switching / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stochastic Differential Equations with Markovian Switching / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3959169 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stochastic population dynamics under regime switching / rank | |||
Normal rank | |||
Revision as of 08:28, 7 July 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 |
Statements
A note on sufficient conditions for asymptotic stability in distribution of stochastic differential equations with Markovian switching (English)
0 references
18 February 2014
0 references
stochastic differential equations
0 references
stability in distribution
0 references
Itô's formula
0 references
Markovian switching
0 references
0 references
