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Asymptotic stability in distribution of stochastic differential equations with Markovian switching

  • Published:2003-02 Issue:2 Volume:103 Page:277-291
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Yuan Chenggui,Mao Xuerong

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference10 articles.

1. Continuous-Time Markov Chains;Anderson,1991

2. Stability of a random diffusion with linear drift;Basak;J. Math. Anal. Appl.,1996

3. Nonnegative Matrices in the Mathematical Sciences;Berman,1994

4. Stochastic Differential Equations and Diffusion Processes;Ikeda,1981

5. Controllability, stabilizability and continuous-time Markovian jump linear quadratic control;Ji;IEEE Trans. Automat. Control.,1990
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