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
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