Stochastic functional differential equation under regime switching
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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)
Recommendations
- scientific article; zbMATH DE number 2003637
- A class of stochastic functional differential equations with Markovian switching
- Asymptotic properties of a class of nonlinear stochastic functional differential equations with Markovian switching
- Stability of stochastic differential equations with Markovian switching
- Neutral Stochastic Differential Delay Equations with Markovian Switching
Cites work
- Noise expresses exponential growth under regime switching
- Noise suppresses exponential growth under regime switching
- Population dynamical behavior of Lotka-Volterra system under regime switching
- Stabilization and Destabilization of Nonlinear Differential Equations by Noise
- Stochastic suppression and stabilization of functional differential equations
- Suppression and stabilisation of noise
Cited in
(4)- 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
- Asymptotic properties of a class of nonlinear stochastic functional differential equations with Markovian switching
- scientific article; zbMATH DE number 2003637 (Why is no real title available?)
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