Stochastic Liénard Equations with Random Switching and Two-time Scales

DOI10.1080/03610926.2012.741741zbMath1304.34104OpenAlexW2046191931MaRDI QIDQ5419664

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Publication date: 11 June 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.741741

zbMATH Keywords

weak convergenceLiénard equationrandom switchingtwo-time scale

Mathematics Subject Classification ID

Theoretical approximation of solutions to ordinary differential equations (34A45) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (1)

Almost sure exponential stabilization and suppression by periodically intermittent stochastic perturbation with jumps

Cites Work

• Explicit conditions for asymptotic stability of stochastic Liénard-type equations with Markovian switching
• Hybrid switching diffusions. Properties and applications
• Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
• Switching processes: Averaging principle, diffusion approximation and applications
• On Averaging Principles: An Asymptotic Expansion Approach
• Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains
• Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
• Asymptotic Series for Singularly Perturbed Kolmogorov–Fokker–Planck Equations
• Aggregation of Variables in Dynamic Systems
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