Stochastic Functional Differential Equation under Regime Switching
نویسندگان
چکیده
منابع مشابه
Stochastic Functional Differential Equation under Regime Switching
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 ...
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ژورنال
عنوان ژورنال: Discrete Dynamics in Nature and Society
سال: 2012
ISSN: 1026-0226,1607-887X
DOI: 10.1155/2012/206438