Chapter 4 is concerned with ergodicity and reveals the main features of the ergodic measures. The study on ergodicity is carried out by constructing “cycles” and using the induced discrete-time Markov chains. Irreducibility of switching diffusion processes combined with the strong Feller property ensures the uniqueness of the invariant measure for the underlying processes. In addition, this chapter explores feedback controls for weak stabilization.

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Ergodicity

  • Hai-Dang Nguyen,
  • George Yin,
  • Chao Zhu

摘要

Chapter 4 is concerned with ergodicity and reveals the main features of the ergodic measures. The study on ergodicity is carried out by constructing “cycles” and using the induced discrete-time Markov chains. Irreducibility of switching diffusion processes combined with the strong Feller property ensures the uniqueness of the invariant measure for the underlying processes. In addition, this chapter explores feedback controls for weak stabilization.