|
ИСТИНА |
Войти в систему Регистрация |
ИПМех РАН |
||
Exponential Convergence of Degenerate Hybrid Stochastic Systems with Full Dependenceстатья
- Авторы: Anulova S.V., Veretennikov A.Yu
- Сборник: Modern Stochastics and Applications
- Серия: Springer Optimization and Its Applications
- Том: 90
- Год издания: 2014
- Место издания: Springer
- Первая страница: 159
- Последняя страница: 174
- DOI: 10.1007/978-3-319-03512-3_10
- Аннотация: For a general switching Langevin - Smoluchowski type system with a closed-loop control we establish under the linear growth condition on coefficients, that: 1) there exists a unique solution of the system, with a strong Markov property; 2) a mixing condition in the local Markov-Dobrushin form holds. Complemented with recurrence properties, these results can provide exponential stability of the system.
- Добавил в систему: Веретенников Александр Юрьевич