Stability of stochastic systems in the diffusion-approximation scheme
By using a solution of a singular perturbation problem, we obtain sufficient conditions for the stability of a dynamical system with rapid Markov switchings under the condition of exponential stability of the averaged diffusion process.
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| Date: | 1998 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1998
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4970 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |