Title :
Hybrid switching diffusions: Continuity and differentiability
Author :
Yin, G. ; Zhu, C.
Author_Institution :
Dept. of Math., Wayne State Univ., Detroit, MI, USA
Abstract :
This work focuses on hybrid switching diffusion systems. After presenting the basic models, a difficult and fundamental problem, namely, well posedness is addressed. In particular, continuous and smooth dependence on initial data is treated. The main ideas are presented, whereas the verbatim proofs can be found in [35].
Keywords :
Markov processes; continuous systems; discrete systems; continuous data dependence; diffusion continuity; diffusion differentiability; hybrid switching diffusion system; smooth data dependence; verbatim proof; well-posedness problem; Biological system modeling; Differential equations; Diffusion processes; Markov processes; Mathematical model; Switches; Hybrid switching diffusion; smooth dependence; weak continuity;
Conference_Titel :
Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
978-1-61284-800-6
Electronic_ISBN :
0743-1546
DOI :
10.1109/CDC.2011.6160488
