Stochastic Liénard equations with random switching and two-time scales

DOI10.1080/03610926.2012.741741MaRDI QIDQ5419664zbMATH OpenOpenAlexFDO

Authors

Publication date 11 June 2014

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2012.741741

zbMATH Keywords

Liénard equationrandom switchingtwo-time scaleweak convergence

Mathematics Subject Classification ID

Theoretical approximation of solutions to ordinary differential equations (34A45) Ordinary differential equations and systems with randomness (34F05) Continuous-time Markov processes on discrete state spaces (60J27) Diffusion processes (60J60)

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Cites work

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• Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
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• Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
• Explicit conditions for asymptotic stability of stochastic Liénard-type equations with Markovian switching
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• Hybrid switching diffusions. Properties and applications
• On Averaging Principles: An Asymptotic Expansion Approach
• Switching processes: Averaging principle, diffusion approximation and applications

Cited in

(5)

• Almost sure exponential stabilization and suppression by periodically intermittent stochastic perturbation with jumps
• Stochastic Liénard equations with state-dependent switching
• A class of Langevin equations with Markov switching involving strong damping and fast switching
• scientific article; zbMATH DE number 7307039 (Why is no real title available?)
• Non-autonomous stochastic lattice systems with Markovian switching

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