Practical stability and instability of regime-switching diffusions

作     者：G. George YIN Bo ZHANG Chao ZHU 

作者机构：Department of Mathematics Wayne State University Detroit MI 48202 USA School of Statistics Renmin University of China Beijing 100872 China Department of Mathematical Sciences University of Wisconsin-Milwaukee Milwaukee WI 53201 USA 

出 版 物：《控制理论与应用（英文版）》 (JOURNAL OF CONTROL THEORY AND APPLICATIONS)

年 卷 期：2008年第6卷第2期

页      面：105-114页

核心收录：

学科分类：0711[理学-系统科学] 0808[工学-电气工程] 07[理学] 08[工学] 0835[工学-软件工程] 0802[工学-机械工程] 081101[工学-控制理论与控制工程] 0811[工学-控制科学与工程] 0812[工学-计算机科学与技术（可授工学、理学学位）] 071102[理学-系统分析与集成] 081103[工学-系统工程] 

基　　金：the National Science Foundation (No. DMS-0603287, No. CMS-0510655) the National Security Agency (No. MSPF-068-029) the National Natural Science Foundation of China (No. 60574069) Program for NCET,in part by the Key Project of Chinese Ministry of Education 104053 and in part by theWayne State University Research Enhancement Program the National Science Foundation (No.DMS-0304928, No. DMS-0624849) 

主　　题：Regime-switching diffusion Practical stability Practical instability Sufficient condition 

摘      要：This work is devoted to practical stability of a class of regime-switching diffusions. First, the notion of practical stability is introduced. Then, sufficient conditions for practical stability and practical instability in probability and in pth mean are provided using a Lyapunov function argument. In addition, easily verifiable conditions on drift and diffusion coefficients are also given. Moreover, examples are supplied for demonstration purposes.