A class of stochastic functional differential equations with Markovian switching

DOI10.1216/JIE-2011-23-2-223zbMATH Open1220.60033MaRDI QIDQ548803FDOQ548803

Yangzi Hu, Fuke Wu

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

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zbMATH Keywords

global solution[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD+formula&go=Go It�� formula]Markovian chainmoment average boundedness in timestochastically ultimate boundedness

Mathematics Subject Classification ID

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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Cited In (5)

• Razumikhin-type theorem for stochastic functional differential equations with Lévy noise and Markov switching
• Robust stability of a class of stochastic functional differential equations with Markovian switching
• Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching
• Neutral stochastic functional differential equations with Markovian switchings
• Title not available (Why is that?)

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