Stability of degenerate diffusions with state-dependent switching


Autoria(s): Basak, Gopal K; Bisi, Arnab; Ghosh, Mrinal K
Data(s)

01/12/1999

Resumo

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. (C) 1999 Academic Press.

Formato

application/pdf

Identificador

http://eprints.iisc.ernet.in/38785/1/Stability_of_DegenerateStability_of.pdf

Basak, Gopal K and Bisi, Arnab and Ghosh, Mrinal K (1999) Stability of degenerate diffusions with state-dependent switching. In: Journal of Mathematical Analysis and Applications, 240 (1). pp. 219-248.

Publicador

Elsevier Science

Relação

http://dx.doi.org/10.1006/jmaa.1999.6610

http://eprints.iisc.ernet.in/38785/

Palavras-Chave #Mathematics
Tipo

Journal Article

PeerReviewed