• 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