Stochastic differential delay equations of population dynamics

X. Mao, C. Yuan, J. Zou

Research output: Contribution to journalArticle

112 Citations (Scopus)

Abstract

In this paper, we investigate the almost surely asymptotic stability for the nonlinear stochastic differential delay equations with Markovian switching. Some sufficient criteria on the controllability and robust stability are also established for linear stochastic differential delay equations with Markovian switching.
Original languageEnglish
Pages (from-to)296-320
Number of pages24
JournalJournal of Mathematical Analysis and Applications
Volume304
Issue number1
DOIs
Publication statusPublished - Apr 2005

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Keywords

  • Brownian motion
  • stochastic differential delay equation
  • Itô's formula
  • persistence
  • stability
  • boundedness

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