Stability of Regime-Switching Jump Diffusions

DOI10.1137/080738301zbMath1210.60089OpenAlexW2000654116MaRDI QIDQ3083233

George Yin, Fu-bao Xi

Publication date: 21 March 2011

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/080738301

zbMATH Keywords

Lyapunov exponentjump diffusionrandom switchingstability in probabilitystability almost surely

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27)

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