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Stochastic Functional Differential Equation under Regime Switching
Joint Authors
Source
Discrete Dynamics in Nature and Society
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-20, 20 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-10-14
Country of Publication
Egypt
No. of Pages
20
Main Subjects
Abstract EN
We discuss stochastic functional differential equation under regime switching dx(t)=f(xt,r(t),t)dt+q(r(t))x(t)dW1(t)+σ(r(t))|x(t)|βx(t)dW2(t).
We obtain unique global solution of this system without the linear growth condition; furthermore, we prove its asymptotic ultimate boundedness.
Using the ergodic property of the Markov chain, we give the sufficient condition of almost surely exponentially stable of this system.
American Psychological Association (APA)
Bai, Ling& Zhang, Kai. 2012. Stochastic Functional Differential Equation under Regime Switching. Discrete Dynamics in Nature and Society،Vol. 2012, no. 2012, pp.1-20.
https://search.emarefa.net/detail/BIM-454456
Modern Language Association (MLA)
Bai, Ling& Zhang, Kai. Stochastic Functional Differential Equation under Regime Switching. Discrete Dynamics in Nature and Society No. 2012 (2012), pp.1-20.
https://search.emarefa.net/detail/BIM-454456
American Medical Association (AMA)
Bai, Ling& Zhang, Kai. Stochastic Functional Differential Equation under Regime Switching. Discrete Dynamics in Nature and Society. 2012. Vol. 2012, no. 2012, pp.1-20.
https://search.emarefa.net/detail/BIM-454456
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-454456