On Fast-Switching Dynamical Systems

Abstract

Previous article Next article On Fast-Switching Dynamical SystemsV. V. Sarafyan and A. V. SkorokhodV. V. Sarafyan and A. V. Skorokhodhttps://doi.org/10.1137/1132092PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] I. A. Ibragimov and , Yu. V. Linnik, Independent and stationary sequences of random variables, Wolters-Noordhoff Publishing, Groningen, 1971, 443– 48:1287 0219.60027 Google Scholar[2] R. Z. Khas'minskii, On stochastic processes defined by differential equations with a small parameter, Theory Probab. Appl., 11 (1966), 211–228 10.1137/1111018 0168.16002 LinkGoogle Scholar[3] R. Z. Khas'minskii, A limit theorem for the solutions of differential equations with random right-hand side, Theory Probab. Appl., 11 (1966), 390–406 10.1137/1111038 LinkGoogle Scholar[4] R. L. Stratonovovich, Conditional Markov processes and their application to the theory of optimal control, Translated from the Russian by R. N. and N. B. McDonough for Scripta Technica, Inc. Modern Analytic and Computational Methods in Science and Mathematics, No. 7, American Elsevier Publishing Co., Inc., New York, 1968xvii+350 36:4912 0159.46804 Google Scholar[5] A. I. Borodin, A limit theorem for solutions of differential equations with random right-hand side, Theory Probab. Appl., 22 (1977), 482–497 10.1137/1122059 0412.60067 LinkGoogle Scholar[6] I. I. Gikhman and , A. V. Skorokhod, Theory of Stochastic Processes, Vol. II, Springer-Verlag, New York-Heidelberg-Berlin, 1975 0531.60001 CrossrefGoogle Scholar[7] I. I. Gikhman and , A. V. Skorokhod, Stochastic Differential Equations and Their Applications, Naukova Dumka, Kiev, 1982 0557.60041 Google Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails Asymptotic Expansions of Solutions of Integro- Differential Equations for Transition Densities of Singularly Perturbed Switching Diffusions: Rapid SwitchingsJournal of Mathematical Analysis and Applications, Vol. 238, No. 2 | 1 Oct 1999 Cross Ref Singularly Perturbed Switching Diffusions: Rapid Switchings and Fast DiffusionsJournal of Optimization Theory and Applications, Vol. 102, No. 3 | 1 Sep 1999 Cross Ref Discrete time semigroup transformations with random perturbationsJournal of Dynamics and Differential Equations, Vol. 9, No. 3 | 1 Jul 1997 Cross Ref Martingale approach to limit theorems for jump processesStochastics and Stochastic Reports, Vol. 50, No. 1-2 | 4 April 2007 Cross Ref Control of the transition probabilities of input rates of a flow in a networkMathematical and Computer Modelling, Vol. 19, No. 1 | 1 Jan 1994 Cross Ref On a Certain Class of Random Processes and Related Systems of Differential Equations with a Small ParameterR. G. SafaryanTheory of Probability & Its Applications, Vol. 36, No. 4 | 17 July 2006AbstractPDF (1612 KB) Volume 32, Issue 4| 1988Theory of Probability & Its Applications573-758 History Submitted:03 March 1986Published online:17 July 2006 InformationCopyright © 1987 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1132092Article page range:pp. 595-607ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics