论文信息 - Asymptotic stability in distribution of stochastic differential equations with Markovian switching - 字舞流文

Asymptotic stability in distribution of stochastic differential equations with Markovian switching

X. Mao | C. Yuan | X. Mao

[1] L. Rogers. Stochastic differential equations and diffusion processes: Nobuyuki Ikeda and Shinzo Watanabe North-Holland, Amsterdam, 1981, xiv + 464 pages, Dfl.175.00 , 1982 .

[2] A. Skorokhod. Asymptotic Methods in the Theory of Stochastic Differential Equations , 2008 .

[3] M. Mariton,et al. Jump Linear Systems in Automatic Control , 1992 .

[4] H. Chizeck,et al. Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control , 1990 .

[5] Robert J. Plemmons,et al. Nonnegative Matrices in the Mathematical Sciences , 1979, Classics in Applied Mathematics.

[6] Gopal K. Basak,et al. Stability of a Random diffusion with linear drift , 1996 .

[7] X. Mao. Stability of stochastic differential equations with Markovian switching , 1999 .

[8] X. Mao,et al. Stochastic differential delay equations with Markovian switching , 2000 .