Exponential Convergence of Degenerate Hybrid Stochastic Systems with Full Dependence

DOI10.1007/978-3-319-03512-3_10MaRDI QIDQ2946091zbMATH OpenOpenAlexFDO

Authors A. Yu. Veretennikov, Svetlana Anulova

Publication date 16 September 2015

Published in Modern Stochastics and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-03512-3_10

zbMATH Keywords

stability conditionweak solutionstrong Markov propertynondegenerate disturbancesswitching stochastic mechanical systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Control of mechanical systems (70Q05) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15)

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• Weak Markov solutions of stochastic equations

Cited in

(3)

• Quadratic Lyapunov function for stochastic mechanical systems with switching impacts
• Positive recurrence of a solution of an SDE with variable switching intensities
• Exponential convergence of multi-dimensional stochastic mechanical systems with switching impacts

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