Stability in distribution of neutral stochastic differential delay equations with Markovian switching

In this work, we are concerned with neutral stochastic differential delay equations with Markovian switching (NSDDEwMSs). We derive sufficient conditions for stability in distribution and generalize some results of Basak et al. and Yuan et al. to cover a class of much more general NSDDEwMSs. In the...

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Bibliographic Details
Published in:Statistics & probability letters 2009-08, Vol.79 (15), p.1663-1673
Main Authors: Bao, Jianhai, Hou, Zhenting, Yuan, Chenggui
Format: Article
Language:English
Subjects:
Distribution theory
Exact sciences and technology
General topics
Mathematics
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Statistics
Stochastic analysis
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Summary:In this work, we are concerned with neutral stochastic differential delay equations with Markovian switching (NSDDEwMSs). We derive sufficient conditions for stability in distribution and generalize some results of Basak et al. and Yuan et al. to cover a class of much more general NSDDEwMSs. In the end, two examples are established to demonstrate the theory of our work.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2009.04.006