Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
نویسندگان
چکیده
منابع مشابه
Stability of Markovian Processes III: Foster-Lyapunov Criteria for Continuous-Time Processes
In Part I we developed stability concepts for discrete chains, together with Foster-Lyapunov criteria for them to hold. Part II was devoted to developing related stability concepts for continuous-time processes. In this paper we develop criteria for these forms of stability for continuous-parameter Markovian processes on general state spaces, based on Foster-Lyapunov inequalities for the extend...
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ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 1993
ISSN: 0001-8678,1475-6064
DOI: 10.1017/s0001867800025532