A note on sufficient conditions for asymptotic stability in distribution of stochastic differential equations with Markovian switching

作者：Nguyen Hai Dang^*

来源：Nonlinear Analysis-Theory Methods & Applications, 2014, 95: 625-631.

DOI：10.1016/j.na.2013.09.030

• Stochastic differential equations
• Stability in distribution
• Ito's formula
• Markovian switching

The aim of this paper is to improve the results on stability in distribution of nonlinear stochastic differential equations in Yuan and Mao (2003). Both conditions for the stability in distribution given in that paper are weakened.

• 出版日期2014-1