Stability of regime-switching diffusions |
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Authors: | RZ Khasminskii C Zhu G Yin |
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Institution: | Department of Mathematics, Wayne State University, Detroit, MI 48202, United States |
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Abstract: | This 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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Keywords: | 60J60 60J27 93E15 |
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