On the boundedness, recurrence and stability of solutions of on ito equation perturbed by a Markov chain

DOI10.1080/07362998608809102zbMath0623.60073OpenAlexW1964117323MaRDI QIDQ3761411

Marica Lewin

Publication date: 1986

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998608809102

zbMATH Keywords

stabilityboundednessrecurrenceItô equations perturbed by a Markov chain

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05)

Related Items (9)

Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise ⋮ Stability of degenerate diffusions with state-dependent switching ⋮ Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching. ⋮ Stability in Terms of Two Measures for Stochastic Differential Equations with Markovian Switching ⋮ Limit theorems for random degenerate diffusions ⋮ Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence ⋮ Numerical method for stationary distribution of stochastic differential equations with Markovian switching ⋮ Control of dynamic routing in networks with Markov jump parameters ⋮ Control of the transition probabilities of input rates of a flow in a network

Cites Work

• Stochastic stability and control
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