Stability of stochastic systems in the diffusion-approximation scheme

被引：0
|
作者：
Korolyuk V.S. [1 ]
机构：
[1] Ukrainian Academy of Sciences,Institute of Mathematics
来源：
Ukrainian Mathematical Journal | 1998年 / 50卷 / 1期
关键词：
Markov Process; Lyapunov Function; Stochastic System; Null Space; Ukrainian Academy;
D O I：
10.1007/BF02514687
中图分类号：
学科分类号：
摘要：
By using a solution of a singular perturbation problem, we obtain sufficient conditions for the stability of a dynamical system with rapid Markov switchings under the condition of exponential stability of the averaged diffusion process. © 1998 Plenum Publishing Corporation.
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页码：40 / 54
页数：14
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