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Stability in distribution of Markov-modulated stochastic differential delay equations with reflection

Lijun Bo, Chenggui Yuan Orcid Logo

Stochastic Models, Volume: 32, Issue: 3, Pages: 392 - 413

Swansea University Author: Chenggui Yuan Orcid Logo

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DOI (Published version): 10.1080/15326349.2016.1155463

Abstract

In this paper, we investigate the stability in distribution for a class of stochastic differential equations with reflection, some interesting examples are also provided.

Published in: Stochastic Models
ISSN: 1532-6349 1532-4214
Published: Informa UK Limited 2016
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa31021
first_indexed 2016-11-09T14:25:32Z
last_indexed 2024-11-14T11:35:14Z
id cronfa31021
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spelling 2023-05-22T14:03:35.0261644 v2 31021 2016-11-09 Stability in distribution of Markov-modulated stochastic differential delay equations with reflection 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2016-11-09 MACS In this paper, we investigate the stability in distribution for a class of stochastic differential equations with reflection, some interesting examples are also provided. Journal Article Stochastic Models 32 3 392 413 Informa UK Limited 1532-6349 1532-4214 Delay equations, reflection, stability in distribution, stochastic differential equations 2 7 2016 2016-07-02 10.1080/15326349.2016.1155463 http://dx.doi.org/10.1080/15326349.2016.1155463 COLLEGE NANME Mathematics and Computer Science School COLLEGE CODE MACS Swansea University 2023-05-22T14:03:35.0261644 2016-11-09T10:46:33.0482080 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Lijun Bo 1 Chenggui Yuan 0000-0003-0486-5450 2
title Stability in distribution of Markov-modulated stochastic differential delay equations with reflection
spellingShingle Stability in distribution of Markov-modulated stochastic differential delay equations with reflection
Chenggui Yuan
title_short Stability in distribution of Markov-modulated stochastic differential delay equations with reflection
title_full Stability in distribution of Markov-modulated stochastic differential delay equations with reflection
title_fullStr Stability in distribution of Markov-modulated stochastic differential delay equations with reflection
title_full_unstemmed Stability in distribution of Markov-modulated stochastic differential delay equations with reflection
title_sort Stability in distribution of Markov-modulated stochastic differential delay equations with reflection
author_id_str_mv 22b571d1cba717a58e526805bd9abea0
author_id_fullname_str_mv 22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan
author Chenggui Yuan
author2 Lijun Bo
Chenggui Yuan
format Journal article
container_title Stochastic Models
container_volume 32
container_issue 3
container_start_page 392
publishDate 2016
institution Swansea University
issn 1532-6349
1532-4214
doi_str_mv 10.1080/15326349.2016.1155463
publisher Informa UK Limited
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
url http://dx.doi.org/10.1080/15326349.2016.1155463
document_store_str 0
active_str 0
description In this paper, we investigate the stability in distribution for a class of stochastic differential equations with reflection, some interesting examples are also provided.
published_date 2016-07-02T19:08:01Z
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score 11.048042

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