Stability of stochastic systems in the diffusion-approximation scheme

DOI10.1007/BF02514687MaRDI QIDQ4705261zbMATH OpenFDO

Authors V. S. Korolyuk

Publication date 19 December 1999

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02514687

zbMATH Keywords

diffusion systemdynamical systemexponential stabilityMarkov switchingsingular perturbation problem

Mathematics Subject Classification ID

Diffusion processes (60J60) Time-scale analysis and singular perturbations in control/observation systems (93C70) Stochastic stability in control theory (93E15)

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