A note on sufficient conditions for asymptotic stability in distribution of stochastic differential equations with Markovian switching
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Publication:2637048
DOI10.1016/J.NA.2013.09.030zbMath1284.60115OpenAlexW2011186341MaRDI QIDQ2637048
Publication date: 18 February 2014
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2013.09.030
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)
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Dynamic behavior of a stochastic predator-prey system under regime switching ⋮ Limiting behavior of invariant measures of stochastic delay lattice systems ⋮ Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations ⋮ Stability in distribution and stabilization of switching jump diffusions ⋮ Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion ⋮ Ultracontractivity for Brownian motion with Markov switching ⋮ Asymptotic stability in distribution of stochastic systems with semi-Markovian switching ⋮ Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching ⋮ Stability analysis of semi-Markov switched stochastic systems ⋮ Stability in distribution of stochastic functional differential equations
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