26 research outputs found
Stability of regime-switching diffusions
No full textThis 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.Regime-switching diffusion Stability Necessary condition Sufficient condition
Theory of Stochastically Excited and Dissipated Hamiltonian Systems — Some New Developments in Nonlinear Stochastic Structural Dynamics
No full textAsymptotic Expansions of Solutions of Integro- Differential Equations for Transition Densities of Singularly Perturbed Switching Diffusions: Rapid Switchings
No full textAsymptotic Behavior of Parabolic Equations Arising from One-Dimensional Null-Recurrent Diffusions
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Stability of elastic and viscoelastic systems under stochastic non–Gaussian excitation
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