Practical stability and instability of regime-switching diffusions
G.George YIN
Bo ZHANG
Chao ZHU
摘要：This work is devoted to practical stability of a class of regime-switching diffusions.First,the notion of practical stability is introduced.Then,sufficient conditions for practical stability and practical instability in probability and in pth mean are provided using a Lyapunov function argument.In addition,easily verifiable conditions on drift and diffusion coefficients are also given.Moreover,examples are supplied for demonstration purposes.
机标关键词：practical stabilitydiffusion coefficientsLyapunov function
分类号：TP3(计算技术、计算机技术)
资助基金：国家自然科学基金(DMS-0603287;CMS-0510655)The National Security Agency(MSPF-068-029)国家自然科学基金(60574069)Program for NCET , in part by the Key Project of Chinese Ministry of Education(104053)国家自然科学基金(DMS-0304928;DMS-0624849)
论文发表日期：2008-01-01
在线出版日期：2025-08-15（本平台首次上网日期，不代表文献的发表时间）
页数：10( 105-114 )
英文信息