Practical stability and instability of regime-switching diffusions

被引：0
|
作者：
G. George YIN
机构：
[1] Department of Mathematics Wayne State University
[2] Detroit
[3] USA
[4] MI 48202
来源：
Control Theory and Technology | 2008年 / 02期
基金：
中国国家自然科学基金; 美国国家科学基金会;
关键词：
Regime-switching diffusion; Practical stability; Practical instability; Sufficient condition;
D O I：
暂无
中图分类号：
TP11 [自动化系统理论];
学科分类号：
0711 ; 071102 ; 0811 ; 081101 ; 081103 ;
摘要：
This work is devoted to practical stability of a class of regime-switching diffusions. First, the notion of practical stability is introduced. Then, sufficient conditions for practical stability and practical instability in probability and in pth mean are provided using a Lyapunov function argument. In addition, easily verifiable conditions on drift and diffusion coefficients are also given. Moreover, examples are supplied for demonstration purposes.
引用
收藏
页码：105 / 114
页数：10
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