Stabilization of Regime-Switching processes based on discrete time observations
Thursday, May 10, 2018 - 3:30pm - 4:00pm
In this talk, we introduce some results on stabilization of regime-switching diffusion processes based on discrete time observations of both continuous and discrete components. We focus on the almost sure stabilization of state-dependent regime-switching processes. Some criteria are provided through establishing an estimation of the exponential functional of Markov chains based on the spectral theory of linear operators.