Stability in distribution of Markov-modulated stochastic differential delay equations with reflection

被引：4

作者：

Bo, Lijun ^{[1
]}

Yuan, Chenggui ^{[2
]}

机构：

[1] Univ Sci & Technol China, Sch Math Sci, Dept Probabil & Stat, Hefei 230026, Peoples R China

[2] Swansea Univ, Dept Math, Swansea SA2 8PP, W Glam, Wales

来源：

STOCHASTIC MODELS | 2016年 / 32卷 / 03期

关键词：

Delay equations; reflection; stability in distribution; stochastic differential equations;

D O I：

10.1080/15326349.2016.1155463

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we discuss Markov-modulated stochastic differential delay equations with reflection. The aim of this paper is to extend the stability criterion in distribution as in [Systems and Control Letters Vol 50 (2003) 195-207] to the equations with reflection. Interesting examples are provided to demonstrate not only our theory, but also the importance of Markov-modulating.

引用

页码：392 / 413

页数：22

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