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Volumn 68, Issue 3, 2004, Pages 273-286

Stability of a random diffusion with nonlinear drift

Author keywords

Coupling; Feller continuity; Foster Lyapunov inequality; Stability; Total variation

Indexed keywords


EID: 3042583851     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2004.03.010     Document Type: Article
Times cited : (18)

References (13)
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  • 2
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    • Stability of a random diffusion with linear drift
    • Basak G.K. Bisi A. Ghosh M.K. Stability of a random diffusion with linear drift J. Math. Anal. Appl. 202 1996 604-622
    • (1996) J. Math. Anal. Appl. , vol.202 , pp. 604-622
    • Basak, G.K.1    Bisi, A.2    Ghosh, M.K.3
  • 4
    • 0000128724 scopus 로고
    • Coupling methods for multidimensional diffusion processes
    • Chen M.F. Li S.F. Coupling methods for multidimensional diffusion processes Ann. Probab. 17 1989 151-177
    • (1989) Ann. Probab. , vol.17 , pp. 151-177
    • Chen, M.F.1    Li, S.F.2
  • 5
    • 84968511463 scopus 로고
    • Positive operators on C(X)
    • Foguel S.R. Positive operators on C(X) Proc. Amer. Math. Soc. 22 1969 295-297
    • (1969) Proc. Amer. Math. Soc. , vol.22 , pp. 295-297
    • Foguel, S.R.1
  • 7
    • 0025464943 scopus 로고
    • Controllability, stabilizability and continuous-time Markovian jump linear quadratic control
    • Ji Y. Chizeck H.J. Controllability, stabilizability and continuous-time Markovian jump linear quadratic control IEEE Trans. Automat. Control 35 1990 777-788
    • (1990) IEEE Trans. Automat. Control , vol.35 , pp. 777-788
    • Ji, Y.1    Chizeck, H.J.2
  • 9
    • 0003182919 scopus 로고    scopus 로고
    • Stability of stochastic differential equations with Markovian switching
    • Mao X.R. Stability of stochastic differential equations with Markovian switching Stoch. Proc. Appl. 79 1999 45-67
    • (1999) Stoch. Proc. Appl. , vol.79 , pp. 45-67
    • Mao, X.R.1
  • 10
    • 0001340188 scopus 로고
    • Stability of Markovian processes III: Foster-Lyapunov criteria for continuous-time processes
    • Meyn S.P. Tweedie R.L. Stability of Markovian processes III: Foster-Lyapunov criteria for continuous-time processes Adv. Appl. Probab. 25 1993 518-548
    • (1993) Adv. Appl. Probab. , vol.25 , pp. 518-548
    • Meyn, S.P.1    Tweedie, R.L.2
  • 12
    • 3042573055 scopus 로고
    • On the existence and uniqueness of invariant measure for continuous time Markov process
    • Technical Report LCDS 86-18, Brown University, Providence, RI, April
    • Stetter, L., 1986. On the existence and uniqueness of invariant measure for continuous time Markov process. Technical Report LCDS 86-18, Brown University, Providence, RI, April.
    • (1986)
    • Stetter, L.1
  • 13
    • 0034207345 scopus 로고    scopus 로고
    • On stability of nonlinear AR processes with Markov switching
    • Yao J.F. Attali J.G. On stability of nonlinear AR processes with Markov switching Adv. Appl. Probab. 32 2000 394-407
    • (2000) Adv. Appl. Probab. , vol.32 , pp. 394-407
    • Yao, J.F.1    Attali, J.G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.