Stationary distribution of periodic stochastic differential equations with Markov switching

被引：4

作者：

Cai, Yongmei ^{[1
]}

Li, Yuyuan ^{[2
]}

Mao, Xuerong ^{[3
]}

机构：

[1] Univ Nottingham Ningbo China, Sch Math Sci, Ningbo 315100, Peoples R China

[2] Shanghai Univ Engn Sci, Sch Elect & Elect Engn, Shanghai 201620, Peoples R China

[3] Univ Strathclyde, Dept Math & Stat, Glasgow G1 1XH, Scotland

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2024年 / 537卷 / 02期

基金：

浙江省自然科学基金;

关键词：

Periodic stochastic differential equation; Markov switching; Stability; Stationary distribution; Wasserstein metric; SIS EPIDEMIC MODEL; SYSTEMS; STABILIZATION; DIFFUSIONS; DELAY;

D O I：

10.1016/j.jmaa.2024.128291

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Periodic stochastic differential equations (SDEs) with Markov switching are widely applied to describe various financial and biological phenomena in the real world and hence have been receiving intensive attention. One of the essential dynamical behaviours researchers are interested in is the asymptotic stability in distribution. However, related work on periodic SDEs is quite little. This paper aims to fill the gap. Technical challenges including time-inhomogeneity and periodicity of SDEs make this a challenging and non -trivial work. The main results are finally demonstrated by an example. Our theory can be easily implemented to different application scenarios. (c) 2024 Elsevier Inc. All rights reserved.

引用

页数：18

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