Abstract
In this paper we discuss stochastic differential delay equations with Markovian switching. These can be regarded as the result of several stochastic differential delay equations switching among each other according to the movement of a Markov chain. One of the main aims of this paper is to investigate the exponential stability of the equations.
Citation
Xuerong Mao. Alexander Matasov. Aleksey B. Piunovskiy. "Stochastic differential delay equations with Markovian switching." Bernoulli 6 (1) 73 - 90, Feb 2000.
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