| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 473515 | Computers & Mathematics with Applications | 2011 | 7 Pages |
Abstract
We extend the stability criterion in distribution as in Yuan and Mao [C. Yuan and X. Mao. Asymptotic stability in distribution of stochastic differential equations with Markovian switching, Stochastic Process. Appl. 103 (2003) 277–291] to multi-dimensional reflected Markov-modulated stochastic differential equations on a closed positive orthant.
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Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Lijun Bo, Chenggui Yuan,