Stability of degenerate diffusions with state-dependent switching

被引：36
|
作者：
Basak, GK [1 ]
Bisi, A
Ghosh, MK
机构：
[1] Hong Kong Univ Sci & Technol, Dept Math, Clear Water Bay, Kowloon, Peoples R China
[2] Indian Inst Sci, Dept Math, Bangalore 560012, Karnataka, India
来源：
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 1999年 / 240卷 / 01期
关键词：
random diffusions; Markov chain; tightness; stability;
D O I：
10.1006/jmaa.1999.6610
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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.
引用
收藏
页码：219 / 248
页数：30
相关论文
共 50 条
  • [1] REGULARITY AND STABILITY FOR THE SEMIGROUP OF JUMP DIFFUSIONS WITH STATE-DEPENDENT INTENSITY
    Bally, Vlad
    Goreac, Dan
    Rabiet, Victor
    ANNALS OF APPLIED PROBABILITY, 2018, 28 (05): : 3028 - 3074
  • [2] The Euler-Maruyama Approximation of State-Dependent Regime Switching Diffusions
    Jin, Xinghu
    Shen, Tian
    Su, Zhonggen
    Tan, Yuzhen
    JOURNAL OF THEORETICAL PROBABILITY, 2025, 38 (01)
  • [3] On the stability of diffusion processes with state-dependent switching
    Xi Fubao
    Zhao Liqin
    SCIENCE IN CHINA SERIES A-MATHEMATICS, 2006, 49 (09): : 1258 - 1274
  • [4] On the stability of diffusion processes with state-dependent switching
    Fubao Xi
    Liqin Zhao
    Science in China Series A: Mathematics, 2006, 49 : 1258 - 1274
  • [5] On the stability of diffusion processes with state-dependent switching
    XI Fubao & ZHAO Liqin Department of Mathematics
    School of Mathematical Sciences
    Science in China(Series A:Mathematics), 2006, (09) : 1258 - 1274
  • [6] Stability of Delayed Switched Systems With State-Dependent Switching
    Chao Liu
    Zheng Yang
    Xiaoyang Liu
    Xianying Huang
    IEEE/CAAJournalofAutomaticaSinica, 2020, 7 (03) : 872 - 881
  • [7] Stability of delayed switched systems with state-dependent switching
    Liu, Chao
    Yang, Zheng
    Liu, Xiaoyang
    Huang, Xianying
    IEEE-CAA JOURNAL OF AUTOMATICA SINICA, 2020, 7 (03) : 872 - 881
  • [8] Stability of Stochastic Nonlinear Systems With State-Dependent Switching
    Wu, Zhaojing
    Cui, Mingyue
    Shi, Peng
    Karimi, Hamid Reza
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2013, 58 (08) : 1904 - 1918
  • [9] STATE-DEPENDENT TEMPERATURE CONTROL FOR LANGEVIN DIFFUSIONS
    Gao, Xuefeng
    Xu, Zuo Quan
    Zhou, Xun Yu
    SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2022, 60 (03) : 1250 - 1268
  • [10] Noise-to-state stability for random affine systems with state-dependent switching
    Zhang, Dian-Feng
    Wu, Zhao-Jing
    Sun, Xi-Ming
    Shi, Peng
    Zhong, Chong-Quan
    2014 11TH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION (WCICA), 2014, : 2191 - 2195
12345