Stability in distribution of neutral stochastic differential delay equations with Markovian switching

DOI10.1016/j.spl.2009.04.006zbMath1175.34103OpenAlexW2018542825MaRDI QIDQ2270865

Jianhai Bao, Chenggui Yuan, Zhen Ting Hou

Publication date: 29 July 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.04.006

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50)

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Cites Work

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• Introduction to functional differential equations
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