Stability of regime-switching diffusions
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Publication:2372463
DOI10.1016/j.spa.2006.12.001zbMath1119.60065OpenAlexW2039776803MaRDI QIDQ2372463
Chao Zhu, G. George Yin, Rafail Z. Khasminskii
Publication date: 27 July 2007
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2006.12.001
Stochastic stability in control theory (93E15) Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27)
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