On the boundedness, recurrence and stability of solutions of on ito equation perturbed by a Markov chain
Marica Lewin · Stochastic Analysis and Applications · 1986
We deal with the qualitative properties of the solution of the equation: with the initial condition It 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 Sufficient conditions for the boundedness, recurrence and stability of solutions are established by means of Leapunov's second method