Asymptotic dissipativity of the diffusion process in the asymptotic small diffusion scheme

DOI10.17512/jamcm.2015.4.09OpenAlexW2520973857MaRDI QIDQ2201184

Anastasiia Kinash, Uliana Khimka, Yaroslav M. Chabanyuk

Publication date: 25 September 2020

Published in: Journal of Applied Mathematics and Computational Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17512/jamcm.2015.4.09

zbMATH Keywords

diffusionasymptotic dissipativitysmall series parameter

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03)

Cites Work

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• Random evolution in a scheme of asymptotically small diffusion with Markov switchings
• The busy period for the \(\mathrm{M}^{\theta}/\mathrm{G}/1/m\) system with service time dependent of the queue length
• Stability of stochastic systems in the diffusion-approximation scheme
• Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes

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