Stability in distribution of stochastic differential delay equations with Markovian switching

@article{Yuan2003StabilityID,
  title={Stability in distribution of stochastic differential delay equations with Markovian switching},
  author={Chenggui Yuan and Jiezhong Zou and Xuerong Mao},
  journal={Systems & Control Letters},
  year={2003},
  volume={50},
  pages={195-207}
}
In this paper we discuss stochastic di erential delay equations with Markovian switching. Such an equation can be regarded 9 as the result of several stochastic di erential delay equations switching from one to another according to the movement of a Markov chain. The aim of this paper is to investigate the stability in distribution of the equations. 11 c © 2003 Published by Elsevier Science B.V. 
Highly Cited
This paper has 33 citations. REVIEW CITATIONS

From This Paper

Topics from this paper.
19 Citations
15 References
Similar Papers

Citations

Publications citing this paper.
Showing 1-10 of 19 extracted citations

References

Publications referenced by this paper.
Showing 1-10 of 15 references

Stability of stochastic hereditary systems with Markov switching

  • L. Shaikhet
  • Theory Stochastic Process. 2
  • 1996
Highly Influential
3 Excerpts

Controllability

  • Y. Ji, H. J. Chizeck
  • stabilizability and 37 continuous-time Markovian…
  • 1990
Highly Influential
3 Excerpts

Stochastic Di erential Equations and 35 Di usion Processes

  • N. Ikeda, S. Watanable
  • North-Holland, Amsterdam
  • 1981
Highly Influential
3 Excerpts

Stochastic di erential 47 delay equations with Markovian switching

  • X. Mao, A. Matasov, A. B. Piunovskiy
  • Bernoulli 6
  • 2000
1 Excerpt

U

  • A. A. Gushchin
  • KN uchler, On stationary solutions of delay di…
  • 2000
2 Excerpts

Stochastic Di erential Equations and Applications

  • X. Mao
  • Horwood, UK
  • 1997
1 Excerpt

Stability of a random 27 di usion with linear drift

  • G. K. Basak, A. Bisi, M. K. Ghosh
  • J. Math. Anal. Appl. 202
  • 1996
2 Excerpts

Exponential Stability of Stochastic Di erential Equations

  • X. Mao
  • Marcel Dekker, New York
  • 1994
1 Excerpt

Similar Papers

Loading similar papers…