scholarly journals Asymptotic stability in distribution of stochastic differential equations with Markovian switching

2003 ◽  
Vol 103 (2) ◽  
pp. 277-291 ◽  
Author(s):  
Chenggui Yuan ◽  
Xuerong Mao
Keyword(s):  
Asymptotic Stability ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Markovian Switching ◽  
Stability In Distribution

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.

scholarly journals Smoothness of density for stochastic differential equations with Markovian switching

2019 ◽  
Vol 24 (8) ◽  
pp. 3615-3631 ◽  
Author(s):  
Yaozhong Hu ◽  
◽  
David Nualart ◽  
Xiaobin Sun ◽  
Yingchao Xie ◽  
...  
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Markovian Switching
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