A class of stochastic functional differential equations with Markovian switching
DOI10.1216/JIE-2011-23-2-223zbMath1220.60033MaRDI QIDQ548803
Publication date: 30 June 2011
Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jiea/1308577870
global solutionItô formulaMarkovian chainmoment average boundedness in timestochastically ultimate boundedness
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear ordinary differential equations and systems (34A34) Stochastic functional-differential equations (34K50) Growth, boundedness, comparison of solutions to functional-differential equations (34K12)
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Cites Work
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