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

MaRDI QIDQ4980461zbMATH OpenFDO

Authors Lin Wang

Publication date 30 June 2014

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)

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Cited in

(4)

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

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