Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching

DOI10.1016/j.spa.2007.09.005zbMath1143.60041OpenAlexW2147275052MaRDI QIDQ936397

B. E. Eshmatov

Publication date: 13 August 2008

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://strathprints.strath.ac.uk/13877/1/166_SPA_Mao.pdf

zbMATH Keywords

exponential stabilityBrownian motionasymptotic stabilityMarkov chaingeneralized Itô formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic stability in control theory (93E15) Stochastic functional-differential equations (34K50)

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