Asymptotic dissipativity of random processes with impulse perturbation in the Poisson approximation scheme

DOI10.1007/S10559-018-0021-4zbMath1393.93117OpenAlexW2794876009MaRDI QIDQ722037

A. V. Nikitin, Yaroslav M. Chabanyuk, Igor V. Samoilenko

Publication date: 20 July 2018

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-018-0021-4

zbMATH Keywords

generatordissipationMarkov processPoisson approximation

Mathematics Subject Classification ID

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

Related Items (2)

Averaging in the control problem for the diffusion transfer process with semi-Markov switching ⋮ Double merging of the phase space for stochastic differential equations with small additions in Poisson approximation conditions

Cites Work

• Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach
• Asymptotic properties of a stochastic diffusion transfer process with an equilibrium point of a quality criterion
• Asymptotics of normalized control with Markov switchings
• Differential equations with small stochastic additions under Poisson approximation conditions
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