On Fast-Switching Dynamical Systems

DOI10.1137/1132092MaRDI QIDQ3803927zbMATH OpenOpenAlexFDO

Authors V. V. Sarafyan, Anatolii V. Skorokhod

Publication date 1987

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1132092

zbMATH Keywords

averaging methodergodic jump processergodic measuresingular perturbationstochastic differential equation

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov processes (60J99)

Cited in

(3)

• Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings
• Control of the transition probabilities of input rates of a flow in a network
• Discrete time semigroup transformations with random perturbations

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