Stability in distribution of stochastic differential delay equations with Markovian switching
نویسندگان
چکیده
In this paper we discuss stochastic di erential delay equations with Markovian switching. Such an equation can be regarded 9 as the result of several stochastic di erential delay equations switching from one to another according to the movement of a Markov chain. The aim of this paper is to investigate the stability in distribution of the equations. 11 c © 2003 Published by Elsevier Science B.V.
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ورودعنوان ژورنال:
- Systems & Control Letters
دوره 50 شماره
صفحات -
تاریخ انتشار 2003