Stability of regime-switching diffusions
AbstractThis work is devoted to stability of regime-switching diffusion processes. After presenting the formulation of regime-switching diffusions, the notion of stability is recalled, and necessary conditions for p-stability are obtained. Then main results on stability and instability for systems arising in approximation are presented. Easily verifiable conditions are established. An example is examined as a demonstration. A remark on linear systems is also provided.
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Bibliographic InfoArticle provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 117 (2007)
Issue (Month): 8 (August)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description
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