【摘 要】
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This talk focuses on multi-scale stochastic systems with random switching and diffusion.The multi-scale formulation is highlighted by two small parameters
【机 构】
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Wayne State University,USA
【出 处】
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The 11th Workshop on Markov Processes and Related topics(第十一
论文部分内容阅读
This talk focuses on multi-scale stochastic systems with random switching and diffusion.The multi-scale formulation is highlighted by two small parameters ε and δ.One of which depicts the effect of fast switching,whereas the other delineates that of slow diffusion.Associated with the underlying systems,there are averaged or limit systems.Suppose that the solution of the corresponding equation has an invariant probability measure με,δ for each pair of the parameters,that the averaged equation has a limit cycle,and that there is an averaged occupation measure μ0 concentrated on the limit cycle.Our main effort is to prove that με,δ converges weakly to μ0 as ε→0 and δ→0 under suitable conditions.Moreover,an application example is considered for demonstration.
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