Stability in distribution of Markov-modulated stochastic differential delay equations with reflection |
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| Authors: | Lijun Bo |
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| Affiliation: | Department of Probability and Statistics, School of Mathematical Sciences, University of Science and Technology of China, Hefei, PR China |
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| 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. |
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| Keywords: | Delay equations reflection stability in distribution stochastic differential equations |
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