Almost sure asymptotic stability for regime-switching diffusions

DOI10.1360/N012015-00036zbMath1488.60191arXiv1410.7643OpenAlexW2962774947MaRDI QIDQ5018036

Jianhai Bao, Chenggui Yuan, Junhao Hu

Publication date: 17 December 2021

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.7643

zbMATH Keywords

diffusion processesalmost sure asymptotic stabilityaveraging conditionPerron-Frobenius's theorem

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Diffusion processes (60J60)

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