Stability of regime-switching stochastic differential equations

被引：6
|
作者：
Khasminskii, R. Z. [1 ,2 ]
机构：
[1] Russian Acad Sci, Kharkevich Inst Informat Transmiss Problems, Moscow 117901, Russia
[2] Wayne State Univ, Dept Math, Detroit, MI 48202 USA
来源：
PROBLEMS OF INFORMATION TRANSMISSION | 2012年 / 48卷 / 03期
关键词：
SYSTEMS;
D O I：
10.1134/S0032946012030064
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
The main result is reduction of the asymptotic stability problem for a stochastic differential equation (SDE) with sufficiently rapid Markovian switching to the analogous wellstudied problem for the "averaged" SDE without switching. Applications to the switching stabilization problem and to ordinary differential equations (ODE) with switching are also considered.
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页码：259 / 270
页数：12
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