Stability in distribution of neutral stochastic differential delay equations with Markovian switching

In this work, we are concerned with neutral stochastic differential delay equations with Markovian switching (NSDDEwMSs). We derive sufficient conditions for stability in distribution and generalize some results of Basak etÂ al. and Yuan etÂ al. to cover a class of much more general NSDDEwMSs. In the end, two examples are established to demonstrate the theory of our work.

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Year of publication:	2009
Authors:	Bao, Jianhai ; Hou, Zhenting ; Yuan, Chenggui
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 15, p. 1663-1673
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005023219