Asymptotic properties of a class of nonlinear stochastic functional differential equations with Markovian switching

zbMATH Open1299.34264MaRDI QIDQ4980461FDOQ4980461

Authors: Lin Wang 

Publication date: 30 June 2014

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zbMATH Keywords

Brownian motionmoment boundednessMarkovian switchinggeneralized Itô formula

Mathematics Subject Classification ID

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

Cited In (4)

• The asymptotic properties of the suppressed functional differential system by Brownian noise under regime switching
• A class of stochastic differential equations with the time average
• Stochastic functional differential equation under regime switching
• A class of stochastic functional differential equations with Markovian switching

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