Stochastic Functional Differential Equation under Regime Switching

Ling Bai and Zhang Kai

Discrete Dynamics in Nature and Society, 2012, vol. 2012, 1-20

Abstract:

We discuss stochastic functional differential equation under regime switching . We obtain unique global solution of this system without the linear growth condition; furthermore, we prove its asymptotic ultimate boundedness. Using the ergodic property of the Markov chain, we give the sufficient condition of almost surely exponentially stable of this system.

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnddns:206438

DOI: 10.1155/2012/206438

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