Stability of Regime-Switching Jump Diffusions
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Publication:3083233
DOI10.1137/080738301zbMath1210.60089MaRDI QIDQ3083233
Publication date: 21 March 2011
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/080738301
Lyapunov exponent; jump diffusion; random switching; stability in probability; stability almost surely
93E15: Stochastic stability in control theory
60J60: Diffusion processes
60J27: Continuous-time Markov processes on discrete state spaces
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