Switching Diffusion Processes: Some Recent Progress,   George Yin,   Wayne State University,  Thu, 5 March, 2009,   10:00 a.m. A-233


In this talk, we report some of our recent work on switching diffusion processes in which continuous dynamics and discrete events coexist. First, motivational examples arising from manufacturing, control and optimization of stochastic systems, insurance and finance, singular perturbed Markovian systems will be mentioned. After recalling the notion of recurrence and regularity, necessary and sufficient conditions for recurrence are provided; ergodicity will be examined; stability will be studied.