Stability of degenerate diffusions with state-dependent switching

[摘要] This paper deals with the ergodic properties of hybrid systems modelled by diffusion processes with state-dependent switching. We investigate the sufficient conditions expressed in terms of the parameters of the underlying process which would ensure the existence of a unique invariant probability and stability in distribution of the flow. It turns out that the conditions would depend on certain averaging mechanisms over the states of the discrete component of the hybrid system. (C) 1999 Academic Press.

[发布日期] 1999-12-01

[关键词] random diffusions;Markov chain;tightness;stability