A note on stability in distribution of Markov-modulated stochastic differential equations with reflection
نویسندگان
چکیده
In most cases authors are permitted to post their version of the article (e.g. in Word or Tex form) to their personal website or institutional repository. Authors requiring further information regarding Elsevier's archiving and manuscript policies are encouraged to visit: a b s t r a c t We extend the stability criterion in distribution as in Yuan and Mao [C. Yuan and X. Mao. Asymptotic stability in distribution of stochastic differential equations with Markovian switching, Stochastic Process. Appl. 103 (2003) 277–291] to multi-dimensional reflected Markov-modulated stochastic differential equations on a closed positive orthant.
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عنوان ژورنال:
- Computers & Mathematics with Applications
دوره 61 شماره
صفحات -
تاریخ انتشار 2011