Stability in distribution of neutral stochastic differential delay equations with Markovian switching
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  • 作者：Jianhai Bao ; Zhenting Hou ; Chenggui Yuan
  • 刊名：Statistics and Probability Letters
  • 出版年：2009
  • 出版时间：1 August 2009
  • 年：2009
  • 卷：79
  • 期：15
  • 页码：1663-1673
  • 全文大小：688 K
文摘
In this work, we are concerned with neutral stochastic differential delay equations with Markovian switching (NSDDEwMSs). We derive sufficient conditions for stability in distribution and generalize some results of Basak et al. and Yuan et al. to cover a class of much more general NSDDEwMSs. In the end, two examples are established to demonstrate the theory of our work.

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