## Access Type

Open Access Dissertation

## Date of Award

January 2018

## Degree Type

Dissertation

## Degree Name

Ph.D.

## Department

Mathematics

## First Advisor

George Yin

## Abstract

Emerging and existing applications in wireless communications, queueing networks, biological models, financial engineering, and social networks demand the

mathematical modeling and analysis of hybrid models in which continuous dynamics and discrete events coexist.

Assuming that the systems are in continuous times,

stemming from stochastic-differential-equation-based models and random discrete events,

switching diffusions come into being. In such systems, continuous states and discrete events

(discrete states)

coexist and interact.

A switching diffusion is a two-component process $(X(t),\alpha(t))$, a continuous component and a discrete component taking values in a discrete set (a set consisting of isolated points).

When the discrete component takes a value $i$ (i.e., $\alpha(t)=i$),

the continuous component $X(t)$ evolves according to the diffusion process whose drift and diffusion coefficients depend on $i$.

Until very recently, in most of

the literature

$\alpha(t)$ was assumed to be a process taking values in a finite set,

and that the switching rates of $\alpha(t)$ are either independent or depend only

on the current state of $X(t)$.

To be able to treat more realistic models and to broaden the applicability,

this dissertation undertakes the task of

investigating the dynamics of $(X(t),\alpha(t))$

in a much more general setting in which $\alpha(t)$ has a countable state space

and its switching intensities depend on the history of the continuous component $X(t)$.

We systematically established

important properties of this system: well-posedness,

the Markov Feller property, and the recurrence and ergodicity

of the associated function-valued process.

We have also studied several types of stability for the system.

## Recommended Citation

Nguyen, Hai Dang, "Switching Diffusion Systems With Past-Dependent Switching Having A Countable State Space" (2018). *Wayne State University Dissertations*. 2055.

https://digitalcommons.wayne.edu/oa_dissertations/2055