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

Jiaowan Luo

International Journal of Stochastic Analysis, 2006, vol. 2006, 1-6

Abstract:

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.

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:059032

DOI: 10.1155/JAMSA/2006/59032

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