Ukrainian Mathematical Journal

, Volume 50, Issue 1, pp 40–54 | Cite as

Stability of stochastic systems in the diffusion-approximation scheme

  • V. S. Korolyuk


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.


Markov Process Lyapunov Function Stochastic System Null Space Ukrainian Academy 
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Copyright information

© Plenum Publishing Corporation 1998

Authors and Affiliations

  • V. S. Korolyuk
    • 1
  1. 1.Institute of MathematicsUkrainian Academy of SciencesKiev

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