Stationary distribution of periodic stochastic differential equations with Markov switching-Reference-Cited by-同舟云学术

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Stationary distribution of periodic stochastic differential equations with Markov switching

Published:2024-09 Issue:2 Volume:537 Page:128291
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Cai Yongmei,Li Yuyuan^ORCID,Mao Xuerong

Funder

Royal Society

Royal Society of Edinburgh

Shanghai Municipality Science and Technology Commission

Zhejiang Province Natural Science Foundation

Publisher

Elsevier BV

Reference35 articles.

1. Continuous-Time Markov Chains: An Applications-Oriented Approach;Anderson,2012

2. Stationary and almost periodic solutions of almost periodic affine stochastic differential equations;Arnold;Stoch. Int. J. Probab. Stoch. Process.,1998

3. Stabilisation in distribution of hybrid ordinary differential equations by periodic noise;Bahar;IET Control Theory Appl.,2022

4. Almost Periodic Stochastic Processes;Bezandry,2011

5. On detecting and modeling periodic correlation in financial data;Broszkiewicz-Suwaj;Phys. A, Stat. Mech. Appl.,2004

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