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		G. George YIN,Bo ZHANG,Chao ZHU.[en_title][J].Control Theory and Technology,2008,6(2):105~114.[Copy]

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G.GeorgeYIN,BoZHANG,ChaoZHU
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Received:March 05, 2007Revised:April 16, 2007

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Practical stability and instability of regime-switching diffusions

G. George YIN, Bo ZHANG, Chao ZHU

(Department of Mathematics, Wayne State University, Detroit, MI 48202, USA; School of Statistics, Renmin University of China, Beijing 100872, China; Department of Mathematical Sciences, University of Wisconsin-Milwaukee, Milwaukee, WI 53201, USA)

Abstract:

This work is devoted to practical stability of a class of regime-switching diffusions. First, the notion of practical stability is introduced. Then, sufficient conditions for practical stability and practical instability in probability and in pth mean are provided using a Lyapunov function argument. In addition, easily verifiable conditions on drift and diffusion coefficients are also given. Moreover, examples are supplied for demonstration purposes.

Key words: Regime-switching diffusion Practical stability Practical instability Sufficient condition