On Fast-Switching Dynamical Systems
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Publication:3803927
DOI10.1137/1132092zbMath0656.60066OpenAlexW2071658046MaRDI QIDQ3803927
Anatoli V. Skorokhod, V. V. Sarafyan
Publication date: 1987
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1132092
stochastic differential equationsingular perturbationaveraging methodergodic measureergodic jump process
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Limit theorems in probability theory (60F99) Markov processes (60J99)
Related Items (3)
Discrete time semigroup transformations with random perturbations ⋮ Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings ⋮ Control of the transition probabilities of input rates of a flow in a network
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