Stochastic Differential Delay Equations with Markovian Switching
نویسندگان
چکیده
منابع مشابه
Neutral Stochastic Differential Delay Equations with Markovian Switching
Neutral stochastic differential delay equations (NSDDEs) have recently been studied intensively (see Kolmanovskii, V.B. and Nosov, V.R., Stability and Periodic Modes of Control Systems with Aftereffect; Nauka: Moscow, 1981 and Mao X., Stochastic Differential Equations and Their Applications; Horwood Pub.: Chichester, 1997). Given that many systems are often subject to component failures or repa...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2000
ISSN: 1350-7265
DOI: 10.2307/3318634