Stochastic functional differential equation under regime switching

DOI10.1155/2012/206438zbMATH Open1268.34165OpenAlexW1964538619WikidataQ58700389 ScholiaQ58700389MaRDI QIDQ1925474FDOQ1925474

Authors: Ling Bai, Zhang Kai 

Publication date: 18 December 2012

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/206438

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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) Continuous-time Markov processes on discrete state spaces (60J27) Growth, boundedness, comparison of solutions to functional-differential equations (34K12)

Cites Work

• Population dynamical behavior of Lotka-Volterra system under regime switching
• Noise suppresses exponential growth under regime switching
• Suppression and stabilisation of noise
• Stabilization and Destabilization of Nonlinear Differential Equations by Noise
• Noise expresses exponential growth under regime switching
• Stochastic suppression and stabilization of functional differential equations

Cited In (3)

• Dynamics of a mean-reverting stochastic volatility equation with regime switching
• The asymptotic properties of the suppressed functional differential system by Brownian noise under regime switching
• Title not available (Why is that?)

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