Asymptotic methods for stability analysis of Markov dynamical systems with fast variables

MaRDI QIDQ5493538zbMATH OpenFDO

Authors Jevgeņijs Carkovs, Jordan Stoyanov

Publication date 23 October 2006

zbMATH Keywords

averaging procedurediffusion approximationexponential stabilitylinear approximationLyapunov functionMarkov perturbationslow and fast motionstochastic stabilitytwo-scale system

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

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