Stability of stochastic systems in the diffusion-approximation scheme

  • V. S. Korolyuk

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.
Published
25.01.1998
How to Cite
KorolyukV. S. “Stability of Stochastic Systems in the Diffusion-Approximation Scheme”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 50, no. 1, Jan. 1998, pp. 36–47, https://umj.imath.kiev.ua/index.php/umj/article/view/4970.
Section
Research articles