AbstractWe extend the stability criterion in distribution as in Yuan and Mao [C. Yuan and X. Mao. Asymptotic stability in distribution of stochastic differential equations with Markovian switching, Stochastic Process. Appl. 103 (2003) 277–291] to multi-dimensional reflected Markov-modulated stochastic differential equations on a closed positive orthant
Consider the nonlinear Ito ̂ stochastic differential equations with Markovian switching, some suffic...
summary:Asymptotic stability of the zero solution for stochastic jump parameter systems of different...
This paper provides a sufficient criterion for ε-moment stability (boundedness) and ergodicity for a...
AbstractStability of stochastic differential equations with Markovian switching has recently been di...
Stability of stochastic differential equations with Markovian switching has recently been discussed ...
In this paper, we investigate the stability in distribution for a class of stochastic differential e...
This paper is concerned with the boundedness, exponential stability and almost sure asymptotic stabi...
Abstract:- Recently Mao [13] established a number of useful stability criteria in terms of M-matrice...
AbstractStability of stochastic differential equations with Markovian switching has recently receive...
Recently, some results on the stability in distribution of nonlinear stochastic differential equatio...
This paper is devoted to the stability in distribution of stochastic differential equations with Mar...
AbstractStability in distribution of stochastic differential equations with Markovian switching and ...
AbstractThe aim of this work is to obtain sufficient conditions for stability of multidimensional ju...
We study the quantitative stability of solutions to Markovian quadratic reflected backward stochasti...
Stability of stochastic differential equations with Markovian switching has recently received a lot ...
Consider the nonlinear Ito ̂ stochastic differential equations with Markovian switching, some suffic...
summary:Asymptotic stability of the zero solution for stochastic jump parameter systems of different...
This paper provides a sufficient criterion for ε-moment stability (boundedness) and ergodicity for a...
AbstractStability of stochastic differential equations with Markovian switching has recently been di...
Stability of stochastic differential equations with Markovian switching has recently been discussed ...
In this paper, we investigate the stability in distribution for a class of stochastic differential e...
This paper is concerned with the boundedness, exponential stability and almost sure asymptotic stabi...
Abstract:- Recently Mao [13] established a number of useful stability criteria in terms of M-matrice...
AbstractStability of stochastic differential equations with Markovian switching has recently receive...
Recently, some results on the stability in distribution of nonlinear stochastic differential equatio...
This paper is devoted to the stability in distribution of stochastic differential equations with Mar...
AbstractStability in distribution of stochastic differential equations with Markovian switching and ...
AbstractThe aim of this work is to obtain sufficient conditions for stability of multidimensional ju...
We study the quantitative stability of solutions to Markovian quadratic reflected backward stochasti...
Stability of stochastic differential equations with Markovian switching has recently received a lot ...
Consider the nonlinear Ito ̂ stochastic differential equations with Markovian switching, some suffic...
summary:Asymptotic stability of the zero solution for stochastic jump parameter systems of different...
This paper provides a sufficient criterion for ε-moment stability (boundedness) and ergodicity for a...
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