Stability in distribution of Markov-modulated stochastic differential delay equations with reflection. Issue 3 (2nd July 2016)

• Record Type: Journal Article
• Authors: Bo, Lijun; Yuan, Chenggui
• Is Part Of: Stochastic models. Volume 32:Issue 3(2016)
• Page Start: 392
• Page End: 413
• Publication Date: 2016-07-02
• Subjects: Delay equations -- reflection -- stability in distribution -- stochastic differential equations; 60H10 -- 34K50; Stochastic processes -- Periodicals; Probabilities -- Periodicals; 519.2
• DOI: 10.1080/15326349.2016.1155463
• Languages: English
• ISSNs: 1532-6349

Abstract

ABSTRACT: 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.