Stability in distribution of neutral stochastic differential delay equations with Markovian switching
Zhenting Hou and
Statistics & Probability Letters, 2009, vol. 79, issue 15, 1663-1673
In this work, we are concerned with neutral stochastic differential delay equations with Markovian switching (NSDDEwMSs). We derive sufficient conditions for stability in distribution and generalize some results of Basak etÂ al. and Yuan etÂ al. to cover a class of much more general NSDDEwMSs. In the end, two examples are established to demonstrate the theory of our work.
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