Fluctuations of a stochastic system under an asymptotic diffusive perturbation

DOI10.1007/S10559-008-9042-8MaRDI QIDQ1008339zbMATH OpenOpenAlexFDO

Authors S. A. Semenyuk, Ya. M. Chabanyuk

Publication date 27 March 2009

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-008-9042-8

zbMATH Keywords

fluctuationMarkov processstochastic system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbations in control/observation systems (93C73) Stochastic systems in control theory (general) (93E03)

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Cites work

• Continuous procedure of stochastic approximation with singular perturbation under balance conditions
• Fluctuation of stochastic systems with average equilibrium point
• scientific article; zbMATH DE number 53271 (Why is no real title available?)
• Stability of stochastic systems in the diffusion-approximation scheme

Cited in

(8)

• Fluctuation of stochastic systems with average equilibrium point
• scientific article; zbMATH DE number 735664 (Why is no real title available?)
• A difference stochastic optimization procedure with impulse perturbation
• The impact of source fluctuations in a filling box with interior diffusive mixing
• Fluctuation of evolution system with Markov impulsive perturbations
• Stochastic evolutionary system with Markov-modulated Poisson perturbations in the averaging schema
• Control problem for the Markov-modulated Poisson process in the diffusion schema
• Stochastic evolution under Markov-modulated Poisson perturbation in the diffusion approximation scheme

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