Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching

The main aim of this paper is to discuss the almost surely asymptotic stability of the neutral stochastic differential delay equations (NSDDEs) with Markovian switching. Linear NSDDEs with Markovian switching and nonlinear examples will be discussed to illustrate the theory.

MoreLess

Year of publication:	2008
Authors:	Mao, Xuerong ; Shen, Yi ; Yuan, Chenggui
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 118.2008, 8, p. 1385-1406
Publisher:	Elsevier
Keywords:	Asymptotic stability Exponential stability Generalized Ito formula Brownian motion Markov chain

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875288