Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
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Publication:2574543
DOI10.1016/S0304-4149(02)00230-2zbMath1075.60541OpenAlexW2098856305MaRDI QIDQ2574543
Publication date: 29 November 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(02)00230-2
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)
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Cites Work
- Continuous-time Markov chains. An applications-oriented approach
- Stability of stochastic differential equations with Markovian switching
- Stability of a random diffusion with linear drift
- Stochastic differential delay equations with Markovian switching
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
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