Stability of regime-switching diffusions

Stochastic Processes and their Applications

Volumn 117, Issue 8, 2007, Pages 1037-1051

  Khasminskii, R Z ^a   Zhu, C ^a   Yin, G ^a  

^a WAYNE STATE UNIVERSITY   (United States)

Author keywords

Necessary condition; Regime switching diffusion; Stability; Sufficient condition

Indexed keywords

APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; LINEAR SYSTEMS; SWITCHING SYSTEMS;

NECESSARY CONDITIONS; REGIME SWITCHING DIFFUSION PROCESSES; SUFFICIENT CONDITIONS;

DIFFUSION;

EID: 34347331359     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2006.12.001     Document Type: Article

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