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
Pages :
30
From page :
219
To page :
248
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
Serial Year :
1999
Journal title :
Journal of Mathematical Analysis and Applications
Record number :
932988
Link To Document :
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