Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching (Q1941102): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jmaa.2012.10.062 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2039296104 / rank | |||
Normal rank | |||
Latest revision as of 00:25, 20 March 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 |
Statements
Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching (English)
0 references
11 March 2013
0 references
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.
0 references
switching jump diffusion
0 references
almost sure stability
0 references
almost sure instability
0 references
stabilizability
0 references
destabilizability
0 references
order-preserving coupling
0 references
