Acta mathematica scientia,Series B ›› 2005, Vol. 25 ›› Issue (1): 95-104.

• Articles • Previous Articles     Next Articles

STATIONARY SOLUTION FOR A STOCHASTIC LI´ENARD EQUATION WITH MARKOVIAN SWITCHING

 XI Fu-Bao, DIAO Li-Qin   

  • Online:2005-01-20 Published:2005-01-20
  • Supported by:

    This project is supported by the National Natural
    Science Foundation of China(19901001) and the SRF for ROCS, SEM

Abstract:

This paper considers a stochastic Li´enard 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.

Key words: Coupling;truncation;feller continuity, stationary solution

CLC Number: 

  • 60J60
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