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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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Bibliographic Details
Date:	1998
Main Authors:	Korolyuk, V. S., Королюк, В. С.
Format:	Article
Language:	English
Published:	Institute of Mathematics, NAS of Ukraine 1998
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/4970
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal

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