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On the boundedness, recurrence and stability of solutions of on ito equation perturbed by a Markov chain

 

作者: Marica Lewin,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1986）
卷期: Volume 4, issue 4  

页码: 431-487

 

ISSN:0736-2994

 

年代: 1986

 

DOI:10.1080/07362998608809102

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

We deal with the qualitative properties of the solution of the equation:with the initial conditionIt is assumed that this ITô equation is perturbed by η(t,ω), a step Markov process, continuous to the right and having the transition probabilities continuous for t=0

 

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