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.
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.
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)
