Asymptotic stability of switching diffusions having sub-exponential rates of decay
作者
H Li,G Yin,J Ye
摘要
This work focuses on stability of switching diffusions, in which both continuous dynamics and discrete events coexist. Our attention is devoted to the case that one has asymptotic stability but the decay rates are slower than exponential. The main effort is on obtaining asymptotic results in the almost sure sense. Sufficient conditions are provided for switching diffusion systems whose switching component depends on the diffusion process. Then Markovian regime-switching diffusions are treated, in which weaker conditions are needed. In addition, systems with delays are also treated. Examples are provided to demonstrate our results.
出版源
《Dynamic Systems & Applications》, 2013, 22(1)65-94