Journal of Applied Mathematics and Stochastic Analysis
Volume 2006 (2006), Article ID 59032, 6 pages
doi:10.1155/JAMSA/2006/59032
Abstract
Consider the nonlinear Itô stochastic differential equations
with Markovian switching, some sufficient conditions for the
invariance, stochastic stability, stochastic asymptotic stability,
and instability of invariant sets of the equations are derived.