Asymptotic stability in distribution of stochastic differential equations with Markovian switching

Stochastic Processes and their Applications

Volumn 103, Issue 2, 2003, Pages 277-291

  Yuan, Chenggui ^a   Mao, Xuerong ^b  

^a CENTRAL SOUTH UNIVERSITY   (China)

^b UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

Asymptotic stability in distribution; Brownian motion; Generalized It 's formula; Markov chain

Indexed keywords

EID: 0037290924     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(02)00230-2     Document Type: Article

References (10)

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