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Problemy Peredachi Informatsii, 2012, Volume 48, Issue 3, Pages 70–82 (Mi ppi2087)  
This article is cited in 9 scientific papers (total in 9 papers)

Methods of Signal Processing

Stability of regime-switching stochastic differential equations

R. Z. Khasminskiiab

a Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow
b Wayne State University, Detroit, MI, USA
Full-text PDF (213 kB) Citations (9)
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Abstract: The main result is reduction of the asymptotic stability problem for a stochastic differential equation (SDE) with sufficiently rapid Markovian switching to the analogous wellstudied problem for the “averaged” SDE without switching. Applications to the switching stabilization problem and to ordinary differential equations (ODE) with switching are also considered.
Received: 26.01.2012
Revised: 14.03.2012
English version:
Problems of Information Transmission, 2012, Volume 48, Issue 3, Pages 259–270
DOI: https://doi.org/10.1134/S0032946012030064
Bibliographic databases:
Document Type: Article
UDC: 621.391.1+519.2
Language: Russian
Citation: R. Z. Khasminskii, “Stability of regime-switching stochastic differential equations”, Probl. Peredachi Inf., 48:3 (2012), 70–82; Problems Inform. Transmission, 48:3 (2012), 259–270
Citation in format AMSBIB
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    • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Проблемы передачи информации Problems of Information Transmission
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