Almost sure exponential stability of hybrid stochastic functional differential equations
From MaRDI portal
Publication:1682117
DOI10.1016/j.jmaa.2017.10.042zbMath1380.34121WikidataQ115570324 ScholiaQ115570324MaRDI QIDQ1682117
Publication date: 28 November 2017
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2017.10.042
stability; Brownian motion; Markov chain; Itô formula; hybrid stochastic differential functional equations
34K20: Stability theory of functional-differential equations
34K50: Stochastic functional-differential equations