Basak, Gopal K. ; Bisi, Arnab ; Ghosh, Mrinal K. (1999) Stability of degenerate diffusions with state-dependent switching Journal of Mathematical Analysis and Applications, 240 (1). pp. 219-248. ISSN 0022-247X
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S00222...
Related URL: http://dx.doi.org/10.1006/jmaa.1999.6610
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.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Random Diffusions; Markov Chain; Tightness; Stability |
| ID Code: | 11862 |
| Deposited On: | 13 Nov 2010 13:47 |
| Last Modified: | 02 Jun 2011 07:44 |
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