Stability of Degenerate Diffusions with State-Dependent Switching

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, pp. 219-248, 1999.

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Abstract:

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....More

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