Stability of a random diffusion with linear drift

DOI10.1006/JMAA.1996.0336zbMath0856.93102OpenAlexW2058231943MaRDI QIDQ1922947

Mrinal K. Ghosh, Gopal Krishna Basak, Arnab Bisi

Publication date: 25 February 1997

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/dea1bb479b2154523f7190486befdbb28eeff9e0

zbMATH Keywords

stabilityLyapunov functionsfinite state Markov process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Continuous-time Markov processes on discrete state spaces (60J27)

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