Attractor of stochastic differential delay equations with Markov jumping parameters
From MaRDI portal
Publication:3374672
zbMATH Open1086.60516MaRDI QIDQ3374672FDOQ3374672
Authors: Qimin Zhang, Zankan Nie
Publication date: 9 March 2006
Recommendations
- Attraction of stochastic neutral delay differential equations with Markovian switching
- Mean-square random attractors of stochastic delay differential equations with random delay
- A note on attraction and stability of neutral stochastic delay differential equations with Markovian switching
- Random attractor for stochastic partial functional differential equations with infinite delay
- Stability in distribution of stochastic differential delay equations with Markovian switching
Cited In (4)
- Mean-square random attractors of stochastic delay differential equations with random delay
- Pullback attractors for stochastic Young differential delay equations
- Attraction of stochastic neutral delay differential equations with Markovian switching
- STOCHASTIC ATTRACTORS FOR NON-ERGODIC MARKOV PROCESSES: SOME EXAMPLES
This page was built for publication: Attractor of stochastic differential delay equations with Markov jumping parameters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3374672)