Partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching by boundary condition
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Algebra and Number Theory,Analysis
Link
http://link.springer.com/content/pdf/10.1186/1687-1847-2012-220.pdf
Reference23 articles.
1. Øsendal B: Stochastic Differential Equations. 5th edition. Springer, Berlin; 2003.
2. Mao X, Yuan C: Stochastic Differential Equations with Markovian Switching. Imperial College Press, London; 2006.
3. Kolmanovskii V, Koroleva N, Maizenberg T, Mao X, Matasov A: Neutral stochastic differential delay equations with Markovian switching. Stoch. Anal. Appl. 2003, 21: 819–847. 10.1081/SAP-120022865
4. Luo J: Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching. Nonlinear Anal. 2006, 64: 253–262. 10.1016/j.na.2005.06.048
5. Luo J: Second-order quasilinear oscillation with impulses. Comput. Math. Appl. 2003, 46: 279–291. 10.1016/S0898-1221(03)90031-9
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