Asymptotic dissipativity of the diffusion process in the asymptotic small diffusion scheme

DOI10.17512/JAMCM.2015.4.09MaRDI QIDQ2201184zbMATH OpenOpenAlexFDO

Authors Anastasiia Kinash, Uliana Khimka, Ya. M. Chabanyuk

Publication date 25 September 2020

Published in Journal of Applied Mathematics and Computational Mechanics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.17512/jamcm.2015.4.09

zbMATH Keywords

diffusionasymptotic dissipativitysmall series parameter

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03)

Cites work

• scientific article; zbMATH DE number 3434851 (Why is no real title available?)
• scientific article; zbMATH DE number 3339874 (Why is no real title available?)
• Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
• Random evolution in a scheme of asymptotically small diffusion with Markov switchings
• Stability of stochastic systems in the diffusion-approximation scheme
• The busy period for the \(\mathrm{M}^{\theta}/\mathrm{G}/1/m\) system with service time dependent of the queue length
• The dissipativity conditions for the generalized Omstein-Uhlenbeck process

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