Variational formula for the stability of regime-switching diffusion processes

DOI10.1007/s11425-016-9015-1zbMath1391.60185OpenAlexW2784278634MaRDI QIDQ1635849

Lingdi Wang, Jing Hai Shao

Publication date: 1 June 2018

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-016-9015-1

zbMATH Keywords

\(M\)-matrixregime-switching diffusionsstability in probabilitystate-dependent

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Probabilistic measure theory (60A10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (2)

Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching ⋮ Stability of regime-switching jump diffusion processes

Cites Work

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