2019
Том 71
№ 1

All Issues

Stability of stochastic systems in the diffusion-approximation scheme

Korolyuk V. S.

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Abstract

By using a solution of a singular perturbation problem, we obtain sufficient conditions for the stability of a dynamical system with rapid Markov switchings under the condition of exponential stability of the averaged diffusion process.

English version (Springer): Ukrainian Mathematical Journal 50 (1998), no. 1, pp 40-54.

Citation Example: Korolyuk V. S. Stability of stochastic systems in the diffusion-approximation scheme // Ukr. Mat. Zh. - 1998. - 50, № 1. - pp. 36–47.

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