Stability of regime-switching diffusions

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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

zbMATH Keywords

stability sufficient condition necessary condition regime-switching diffusion

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27)

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