Exponential Convergence of Degenerate Hybrid Stochastic Systems with Full Dependence

DOI10.1007/978-3-319-03512-3_10zbMath1319.93070OpenAlexW59173597MaRDI QIDQ2946091

Alexander Yu. Veretennikov, Svetlana Anulova

Publication date: 16 September 2015

Published in: Modern Stochastics and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-03512-3_10

zbMATH Keywords

weak solutionstrong Markov propertystability conditionnondegenerate disturbancesswitching stochastic mechanical systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Control of mechanical systems (70Q05) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)

Related Items (3)

Quadratic Lyapunov function for stochastic mechanical systems with switching impacts ⋮ Positive recurrence of a solution of an SDE with variable switching intensities ⋮ Exponential convergence of multi-dimensional stochastic mechanical systems with switching impacts

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