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
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