Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching
type: Item
instance of: scholarly article
title: Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching
zbMATH Open document ID: 1260.93171
author: Yanyan Li
published in: Journal of Mathematical Analysis and Applications
publication date: 2013-03-11T00:00:00Z
review text: Conditions are given for almost sure stability or instability of an equilibrium at the origin, as well as almost stabilizability or destabilizability thereof, for a switching jump diffusion with state dependent switching. The proofs use comparison and coupling arguments for associated Markov chains.
Mathematics Subject Classification ID: 93E15
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 6143225
zbMATH Keywords: switching jump diffusion
zbMATH Keywords: almost sure stability
zbMATH Keywords: almost sure instability
zbMATH Keywords: stabilizability
zbMATH Keywords: destabilizability
zbMATH Keywords: order-preserving coupling
MaRDI profile type: Publication
full work available at URL: j.jmaa.2012.10.062
OpenAlex ID: W2039296104
DOI: 10.1016/J.JMAA.2012.10.062
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description: scientific article; zbMATH DE number 6143225