Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching

MaRDI QIDQ551745zbMATH OpenFDO

Authors Jiaowan Luo, Jiezhong Zou, Zhenting Hou

Publication date 21 July 2011

Published in Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

Markov chainBrownian motioncomparison principlestochastic differential delay equations[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=generalized+It%EF%BF%BD%EF%BF%BD%27s+formula&go=Go generalized It��'s formula]

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Stochastic integrals (60H05)

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Cited in

(18)

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• Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching
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