Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching

Xuerong Mao, Yi Shen and Chenggui Yuan

Stochastic Processes and their Applications, 2008, vol. 118, issue 8, 1385-1406

Abstract: The main aim of this paper is to discuss the almost surely asymptotic stability of the neutral stochastic differential delay equations (NSDDEs) with Markovian switching. Linear NSDDEs with Markovian switching and nonlinear examples will be discussed to illustrate the theory.

Keywords: Asymptotic; stability; Exponential; stability; Generalized; Ito; formula; Brownian; motion; Markov; chain (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (11)

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