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Khasminskii, R.Z. 1 Yin, G. 1 Zhu, C. 1
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Stability of regime-switching diffusions
Khasminskii, R.Z.; Zhu, C.; Yin, G. - In: Stochastic Processes and their Applications 117 (2007) 8, pp. 1037-1051
This work is devoted to stability of regime-switching diffusion processes. After presenting the formulation of regime-switching diffusions, the notion of stability is recalled, and necessary conditions for p-stability are obtained. Then main results on stability and instability for systems...
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