Asymptotic stability in distribution of stochastic differential equations with Markovian switching

By Chenggui Yuan, Xuerong Mao. 2003

206 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/4ff8bf96475658f8e72c2893dc8a1c45c5ebf16c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Control and Systems Engineering

1. Chao Zhu
2. George Yin
3. Jinghai Shao

In Finance

1. George Yin
2. Jinghai Shao
3. Chao Zhu
4. Rafail Z. Khasminskii
5. Catherine Donnelly

Citations in the corpus

• Stability analysis for stochastic hybrid systems: A survey (2014, unknown): “& Yin, 2007; Mao, 1999; Mao, Yin, & Yuan, 2007; Mao & Yuan, 2006; Pang, Deng, & Mao, 2008; Yin & Zhu, 2010; Yuan & Lygeros, 2005a,b; Yuan & Mao, 2003), impulsive switching diffusions (Yang, Li, & Chen, 2009), stochastic impulsive systems driven by renewal processes (Antunes, Hespanha, & Silvestre,…”
• Stability of regime-switching diffusions (2007, background): “For some of the recent progress, we refer the reader to [4,9,11,14] and references therein.”
• Ergodicity of regime-switching diffusions in Wasserstein distances (2014, background): “We extend the result in [22] on boundedness of stateindependent switching in a finite state space to a state-dependent switching in an infinite state space.”