Stability of stochastic differential equations with Markovian switching

Stochastic Processes and their Applications

Volumn 79, Issue 1, 1999, Pages 45-67

  Mao, Xuerong ^a  

^a UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

Brownian motion; Generalized It 's formula; Lyapunov exponent; M matrix; Markov chain generator

Indexed keywords

EID: 0003182919     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(98)00070-2     Document Type: Article

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