Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching (Q1941102)
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scientific article; zbMATH DE number 6143225
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| English | Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching |
scientific article; zbMATH DE number 6143225 |
Statements
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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0.95052654
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0.94221413
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0.9302208
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0.92683077
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0.9264815
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0.9254087
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0.92406577
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0.92326987
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0.9216771
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