Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching

DOI10.1016/j.apm.2008.12.016zbMath1185.60093WikidataQ115360502 ScholiaQ115360502MaRDI QIDQ967753

Zhen Zhong Zhang, Jinying Tong, Zhen Ting Hou

Publication date: 2 May 2010

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2008.12.016

zbMATH Keywords

convergence; Poisson process; phase semi-Markov process; the theta method

Mathematics Subject Classification ID

34K50: Stochastic functional-differential equations

Related Items

The first-passage times of phase semi-Markov processes, Stability analysis of semi-Markov switched stochastic systems

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