Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State Space

DOI10.1137/16M1059357zbMath1391.93199arXiv1706.05301OpenAlexW3098840612MaRDI QIDQ2821806

Dang H. Nguyen, George Yin

Publication date: 23 September 2016

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.05301

zbMATH Keywords

switching diffusionexistence and uniqueness of solutionFeller propertycountable state spacepast-dependent switching

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Population dynamics (general) (92D25) Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03)

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