STATIONARY SOLUTION FOR A STOCHASTIC LI(E)NARD EQUATION WITH MARKOVIAN SWITCHING

来源 :数学物理学报（英文版） | 被引量 : 0次 | 上传用户：jinshi46

【摘要】

：

This paper considers a stochastic Lienard equation with Markovian switching.The Feller continuity of its solution is proved by the coupling method and a truncat

【作者】

：

Xi Fubao Zhao Liqin

【机构】

：

Department of Mathematics

【出处】

：

数学物理学报（英文版）

【发表日期】

：

2004年期

【关键词】

：

Coupling truncation feller continuity stationary solution

【基金项目】

：

国家自然科学基金;the SRF for ROCS, SEM

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This paper considers a stochastic Lienard equation with Markovian switching.The Feller continuity of its solution is proved by the coupling method and a truncation argument. The existence of a stationary solution for the equation is also proved under the Foster-Lyapunov drift condition.

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STATIONARY SOLUTION FOR A STOCHASTIC LI(E)NARD EQUATION WITH MARKOVIAN SWITCHING

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