Related papers: Stability of Regime-Switching Diffusion Systems wi…
Some sufficient conditions on the algebraic stability of non-homogeneous regime-switching diffusion processes are established. In this work we focus on determining the decay rate of a stochastic system which switches randomly between…
In this paper, we discuss long-time behavior of sample paths for a wide range of regime-switching diffusions. Firstly, almost sure asymptotic stability is concerned (i) for regime-switching diffusions with finite state spaces by the…
This work is devoted to almost sure and moment exponential stability of regime-switching jump diffusions. The Lyapunov function method is used to derive sufficient conditions for stabilities for general nonlinear systems; which further…
This paper studies the asymptotic behavior of processes with switching. More precisely, the stability under fast switching for diffusion processes and discrete state space Markovian processes is considered. The proofs are based on…
We provide some criteria on the stability of regime-switching diffusion processes. Both the state-independent and state-dependent regime-switching diffusion processes with switching in a finite state space and an infinite countable state…
This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…
We decide the stability and compute the Lyapunov exponent of continuous-time linear switching systems with a guaranteed dwell time. The main result asserts that the discretization method with step size~$h$ approximates the Lyapunov exponent…
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…
We study asymptotic stability of continuous-time systems with mode-dependent guaranteed dwell time. These systems are reformulated as special cases of a general class of mixed (discrete-continuous) linear switching systems on graphs, in…
Motivated by networked systems in random environment and controlled hybrid stochastic dynamic systems, this work focuses on modeling and analysis of a class of switching diffusions consisting of continuous and discrete components. Novel…
In this paper we focus on the pathwise stability of mild solutions for a class of stochastic partial differential equations which are driven by switching-diffusion processes with jumps. In comparison to the existing literature, we show…
This work continues and substantially extends our recent work on switching diffusions with the switching processes that depend on the past states and that take values in a countable state space. That is, the discrete components of the…
The stability problem of a class of nonlinear switched systems defined on compact sets with state-dependent switching is considered. Instead of the Caratheodory solutions, the general Filippov solutions are studied. This encapsulates…
Regime-switching processes contain two components: continuous component and discrete component, which can be used to describe a continuous dynamical system in a random environment. Such processes have many different properties than general…
This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…
This work studies a class of switching diffusion systems where the switching component takes values in a countable state space and its transition rates depend on the history of the continuous component. Under suitable conditions, we…
This work focuses on recurrence and ergodicity of switching diffusions consisting of continuous and discrete components, in which the discrete component takes values in a countably infinite set and the rates of switching at current time…
Convection-diffusion-reaction equations are a class of second-order partial differential equations widely used to model phenomena involving the change of concentration/population of one or more substances/species distributed in space.…
In this paper, Lyapunov-Razumikhin technique, design of state-dependent switching laws, a fixed point theorem and variational methods are employed to derive the existence and the unique existence results of globally exponentially stable…
This paper is concerned with the convergence rate of the solutions of nonlinear switched systems. We first consider a switched system which is asymptotically stable for a class of inputs but not for all inputs. We show that solutions…