Asymptotic stability of semi-Markov modulated jump diffusions

DOI10.1155/2012/185474zbMath1260.60107OpenAlexW2115157625WikidataQ58689547 ScholiaQ58689547MaRDI QIDQ448324

Amogh Deshpande

Publication date: 6 September 2012

Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/185474

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Markov renewal processes, semi-Markov processes (60K15)

Related Items (1)

Advances on modeling and control of semi-Markovian switching systems: a survey

Cites Work

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• Lévy Processes and Stochastic Calculus
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• Local to global theorems in the theory of Hurewicz fibrations

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