scholarly journals Convergence and asymptotic stability of the explicit Steklov method for stochastic differential equations

2016 ◽  
Vol 291 ◽  
pp. 36-47 ◽  
Author(s):  
Saúl Díaz-Infante ◽  
Silvia Jerez
Keyword(s):  
Asymptotic Stability ◽  
Differential Equations ◽  
Stochastic Differential Equations

scholarly journals Stability of invariant sets of Itô stochastic differential equations with Markovian switching

2006 ◽  
Vol 2006 ◽  
pp. 1-6 ◽  
Author(s):  
Jiaowan Luo
Keyword(s):  
Asymptotic Stability ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Stochastic Stability ◽  
Sufficient Conditions ◽  
Markovian Switching ◽  
Invariant Sets ◽  
Stochastic Asymptotic Stability ◽  
Stability And Instability

Consider the nonlinear Itô stochastic differential equations with Markovian switching, some sufficient conditions for the invariance, stochastic stability, stochastic asymptotic stability, and instability of invariant sets of the equations are derived.

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