Article ID: | iaor20012922 |
Country: | United States |
Volume: | 240 |
Start Page Number: | 219 |
End Page Number: | 248 |
Publication Date: | Jan 1999 |
Journal: | Journal of Mathematical Analysis and Applications |
Authors: | Basak Gopal K., Bisi Arnab |
This paper deals with the ergodic properties of hybrid systems modelled by diffusion processes with state-dependent switching. We investigate the sufficient conditions expressed in terms of the parameters of the underlying process which would ensure the existence of a unique invariant probability and stability in distribution of the flow. It turns out that the conditions would depend on certain averaging mechanisms over the states of the discrete component of the hybrid system.