Title of article :
Stability of Degenerate Diffusions with
State-Dependent Switching
Author/Authors :
Gopal K. Basak1 and Arnab Bisi، نويسنده , , Mrinal K. Ghosh، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 1999
Abstract :
This paper deals with the ergodic properties of hybrid systems modelled by
diffusion processes with state-dependent switching. We investigate the sufficient
conditions expressed in terms of the parameters of the underlying process which
would ensure the existence of a unique invariant probability and stability in
distribution of the flow. It turns out that the conditions would depend on certain
averaging mechanisms over the states of the discrete component of the hybrid
system.
Keywords :
Markov chain , stability , Tightness , random diffusions
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications