Some Results on Almost Sure Stability of Non-Autonomous Stochastic Differential Equations with Markovian Switching

This paper studies both the non-autonomous stochastic differential equations and stochastic differential delay equations with Markovian switching. A new result on almost sure stability of stochastic differential equations is given. Moreover, we provide new conditions for tightness and almost sure st...

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Bibliographic Details
Published in:Vietnam journal of mathematics 2016-12, Vol.44 (4), p.665-677
Main Author: Dieu, Nguyen Thanh
Format: Article
Language:English
Subjects:
Mathematics
Mathematics and Statistics
Tightness
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Summary:This paper studies both the non-autonomous stochastic differential equations and stochastic differential delay equations with Markovian switching. A new result on almost sure stability of stochastic differential equations is given. Moreover, we provide new conditions for tightness and almost sure stability of stochastic differential equations.
ISSN:2305-221X
2305-2228
DOI:10.1007/s10013-015-0181-8