2015/09/15 by Jing Li, Jinghai Shao, Li, Jing +1
Biochemistry, Genetics and Molecular Biology · Computer Science · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Gene Regulatory Network Analysis #Mathematical Biology Tumor Growth #Probability (math.PR) #math.PR
paper · pdf · doi:10.48550/arxiv.1509.04768
openalex publication_date 2015/09/15 · arxiv created 2016/06/14 · arxiv updated 2016/06/15 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Some sufficient conditions on the algebraic stability of non-homogeneous regime-switching diffusion processes are established. In this work we focus on determining the decay rate of a stochastic system which switches randomly between different states, and owns different decay rates at various states. In particular, we show that if a finite-state regime-switching diffusion process is p-th moment exponentially stable in some states and is p-th moment algebraically stable in other states, which are characterized by a common Lyapunov function, then this process is ultimately exponentially stable regardless of the jumping rate of the random switching between these states. Moreover, these results can be applied to the stabilization of SDE by feedback control to reduce the observation times.