Stochastic differential delay equations with Markovian switching

DOI10.2307/3318634zbMath0956.60060OpenAlexW1974356308MaRDI QIDQ1975192

Alexander Matasov, Xuerong Mao, Aleksey B. Piunovskiy

Publication date: 2 March 2001

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/8f602cfc520e1761280f4e2d2a281fc137275030

zbMATH Keywords

exponential stabilityBrownian motionMarkov chainstochastic equation with delay

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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