Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching
نویسندگان
چکیده
To deal with stochastic hybrid systems general state-dependent switching, we propose an approximation method by a sequence of piecewise constant type switching. The convergence rate in the Wasserstein distance is estimated terms difference between transition matrices. Our based on elaborate construction coupling processes Skorokhod’s representation theorem for jumping processes. Moreover, establish explicit criteria ergodicity and stability Some examples are given to illustrate sharpness these criteria.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2023
ISSN: ['1879-209X', '0304-4149']
DOI: https://doi.org/10.1016/j.spa.2023.03.014