Stability and stabilisation of Itô stochastic systems with piecewise homogeneous Markov jumps.

Hui-Jie Sun Ai-Guo Wu Ying Zhang

Published in: Int. J. Syst. Sci. (2019)

Keyphrases

stochastic systems
markov chain
sample path
confidence intervals
stochastic models
steady state
monte carlo
conservation laws
stationary distribution
state space
error rate
markov processes