Asymptotic dissipativity of random processes with impulse perturbation in the Poisson approximation scheme

DOI10.1007/s10559-018-0021-4zbMath1393.93117MaRDI QIDQ722037

A. V. Nikitin, Yaroslav M. Chabanyuk, Igor V. Samoilenko

Publication date: 20 July 2018

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-018-0021-4

zbMATH Keywords

generator; dissipation; Markov process; Poisson approximation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E15: Stochastic stability in control theory

93E03: Stochastic systems in control theory (general)

Related Items

Averaging in the control problem for the diffusion transfer process with semi-Markov switching, Double merging of the phase space for stochastic differential equations with small additions in Poisson approximation conditions

Cites Work

• Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach
• Asymptotic properties of a stochastic diffusion transfer process with an equilibrium point of a quality criterion
• Asymptotics of normalized control with Markov switchings
• Differential equations with small stochastic additions under Poisson approximation conditions
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