Comparison theorem of one-dimensional stochastic hybrid delay systems
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Publication:2465782
DOI10.1016/j.sysconle.2007.06.014zbMath1130.60065MaRDI QIDQ2465782
Xuerong Mao, Zhe Yang, Chenggui Yuan
Publication date: 8 January 2008
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://strathprints.strath.ac.uk/13802/
Brownian motion; comparison theorem; Markov chain; stochastic differential equations with Markovian switching
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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