ON THE EXISTENCE AND UNIQUENESS OF STATIONARY DISTRIBUTION OF STOCHASTIC SYSTEMS WITH MARKOVIAN SWITCHING
XU Li-feng · Journal of Mathematics · 2012
This paper deals with the existence and uniqueness of stationary distribution of stochastic systems with Markovian switching.By using Lyapunov method and the coupling technique some sufficient conditions for the existence and uniqueness of stationary distribution of these systems are obtained.These conditions are easy to check usually.