Hybrid switching diffusions: Continuity and differentiability

descriptionPublicationkeyboard_double_arrow_right Article , Conference object 01 Dec 2011Publisher:IEEEJournal:IEEE Conference on Decision and Control and European Control Conference

Authors: Gang George Yin; Chao Zhu 0001;

doi: 10.1109/cdc.2011.6160488

Hybrid switching diffusions: Continuity and differentiability

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Abstract

This work focuses on hybrid switching diffusion systems. After presenting the basic models, a difficult and fundamental problem, namely, well posedness is addressed. In particular, continuous and smooth dependence on initial data is treated. The main ideas are presented, whereas the verbatim proofs can be found in [35].

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