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Vietnam Journal of Mathematics

, Volume 44, Issue 4, pp 665–677 | Cite as

Some Results on Almost Sure Stability of Non-Autonomous Stochastic Differential Equations with Markovian Switching

  • Nguyen Thanh Dieu
Article
  • 171 Downloads

Abstract

This paper studies both the non-autonomous stochastic differential equations and stochastic differential delay equations with Markovian switching. A new result on almost sure stability of stochastic differential equations is given. Moreover, we provide new conditions for tightness and almost sure stability of stochastic differential equations.

Keywords

Stochastic differential delay equations Stability in distribution Itô’s formula Markov switching 

Mathematics Subject Classification (2000)

34K50 34K20 65C30 60J10 

Notes

Acknowledgements

Author would like to thank anonymous reviewers for their valuable comments which helped to improve the manuscript. This research was supported in part by the Foundation for Science and Technology Development of Vietnam’s Ministry of Education and Training. No. B2015-27-15 and Vietnam National Foundation for Science and Technology Development (NAFOSTED) no. 101.03-2014.58. This work was finished during the author’s postdoctoral fellowship at the Vietnam Institute for Advanced Study in Mathematics (VIASM). He is grateful for the support and hospitality of VIASM.

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Copyright information

© Vietnam Academy of Science and Technology (VAST) and Springer Science+Business Media Singapore 2016

Authors and Affiliations

  1. 1.Department of MathematicsVinh UniversityNghe AnVietnam

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