Asymptotic Methods for Stability Analysis of Markov Dynamical Systems with Fast Variables

Jevgenijs Carkovs () and Jordan Stoyanov ()
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Jevgenijs Carkovs: Technical University Riga, Institute of Information Technologies
Jordan Stoyanov: University of Newcastle, School of Mathematics & Statistics

A chapter in From Stochastic Calculus to Mathematical Finance, 2006, pp 91-108 from Springer

Keywords: Markov Process; Invariant Measure; Lyapunov Function; Random Perturbation; Stochastic Stability (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/978-3-540-30788-4_5

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