Stability of stochastic systems in the diffusion-approximation scheme |
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| Authors: | V S Korolyuk |
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| Institution: | (1) Institute of Mathematics, Ukrainian Academy of Sciences, Kiev |
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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.
Published in Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 1, pp. 36–47, January, 1998. |
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