Stability in distribution of Markov-modulated stochastic differential delay equations with reflection

DOI10.1080/15326349.2016.1155463zbMath1342.60088OpenAlexW2331475950MaRDI QIDQ3186005

Chenggui Yuan, Li Jun Bo

Publication date: 8 August 2016

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2016.1155463

zbMATH Keywords

reflectionstochastic differential equationsdelay equationsstability in distribution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)

Related Items (2)

Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion ⋮ Entrance laws at the origin of self-similar Markov processes in high dimensions

Cites Work

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• Joint Estimation and Control of Jump Linear Systems With Multiplicative Noises
• Infinite systems of randomly interacting particles

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