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Stability of stochastic systems in the diffusion-approximation scheme

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Abstract

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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Authors and Affiliations

  1. Institute of Mathematics, Ukrainian Academy of Sciences, Kiev

    V. S. Korolyuk

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  1. V. S. Korolyuk
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Published in Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 1, pp. 36–47, January, 1998.

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Korolyuk, V.S. Stability of stochastic systems in the diffusion-approximation scheme. Ukr Math J 50, 40–54 (1998). https://doi.org/10.1007/BF02514687

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  • DOI: https://doi.org/10.1007/BF02514687

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