EXISTENCE, UNIQUENESS AND ASYMPTOTIC PROPERTIES OF A CLASS OF NONLINEAR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS WITH MARKOVIAN SWITCHING

DOI10.1142/S021949370900266XMaRDI QIDQ5320889zbMATH OpenFDO

Authors Lin Wang, Fuke Wu

Publication date 22 July 2009

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S021949370900266X

zbMATH Keywords

Brownian motiongeneralized Itô formulaMarkovian chainmoment boundedness

Mathematics Subject Classification ID

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

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Cites work

• Approximate solutions of stochastic differential delay equations with Markovian switching
• Environmental Brownian noise suppresses explosions in population dynamics.
• scientific article; zbMATH DE number 1099342 (Why is no real title available?)
• scientific article; zbMATH DE number 195091 (Why is no real title available?)
• Khasminskii-Type Theorems for Stochastic Differential Delay Equations
• LaSalle-type theorems for stochastic differential delay equations
• Robust stability and controllability of stochastic differential delay equations with Markovian switching.
• Stability in distribution of stochastic differential delay equations with Markovian switching
• Stochastic delay Lotka--Volterra model
• Stochastic differential delay equations with Markovian switching
• Stochastic Differential Equations with Markovian Switching
• The improved LaSalle-type theorems for stochastic functional differential equations

Cited in

(5)

• Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory
• The existence and properties of the solution of a class of nonlinear differential equations with switching at variable times
• Asymptotic properties of a class of nonlinear stochastic functional differential equations with Markovian switching
• Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching
• The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching

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