Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching (Q1941102): Difference between revisions
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Latest revision as of 14:18, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching |
scientific article |
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Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching (English)
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11 March 2013
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Conditions are given for almost sure stability or instability of an equilibrium at the origin, as well as almost stabilizability or destabilizability thereof, for a switching jump diffusion with state dependent switching. The proofs use comparison and coupling arguments for associated Markov chains.
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switching jump diffusion
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almost sure stability
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almost sure instability
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stabilizability
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destabilizability
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order-preserving coupling
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