Pages that link to "Item:Q1031565"

The following pages link to Hybrid switching diffusions. Properties and applications (Q1031565):

Displaying 50 items.

• On ergodic control problem for viscous Hamilton-Jacobi equations for weakly coupled elliptic systems (Q2074444) (← links)
• Nonzero-sum impulse games with regime switching (Q2081783) (← links)
• Stationary distribution, extinction, density function and periodicity of an \(n\)-species competition system with infinite distributed delays and nonlinear perturbations (Q2083299) (← links)
• On subgeometric ergodicity of regime-switching diffusion processes (Q2085169) (← links)
• Harvesting of a stochastic population under a mixed regular-singular control formulation (Q2095579) (← links)
• Optimization of stochastic jump diffusion systems nonlinear in the control (Q2096165) (← links)
• Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q2099521) (← links)
• Dynamical behavior of stochastic SIRS model with two different incidence rates and Markovian switching (Q2114337) (← links)
• Dynamics of a stochastic population model with Allee effects under regime switching (Q2116089) (← links)
• Harnack inequality and long time asymptotics of unbounded additive functionals of regime-switching diffusion processes (Q2118844) (← links)
• Exponential stability of impulsive stochastic differential equations with Markovian switching (Q2124498) (← links)
• Hybrid optimal impulse control (Q2125528) (← links)
• Stationary distribution of a stochastic ratio-dependent predator-prey system with regime-switching (Q2128262) (← links)
• Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
• The effects of random and seasonal environmental fluctuations on optimal harvesting and stocking (Q2133936) (← links)
• Stationary distribution of a stochastic hybrid phytoplankton model with allelopathy (Q2144101) (← links)
• The stochastic \(\theta\) method for stationary distribution of stochastic differential equations with Markovian switching (Q2144133) (← links)
• Optimal control of variable-speed wind turbines modeled as Markov jump systems (Q2148479) (← links)
• A class of generalized Ginzburg-Landau equations with random switching (Q2149708) (← links)
• The Dynkin game with regime switching and applications to pricing game options (Q2151666) (← links)
• Optimal feedback control of stock prices under credit risk dynamics (Q2151675) (← links)
• Stochastic mutualism model under regime switching with Lévy jumps (Q2155426) (← links)
• Dynamic behaviors of a predator-prey model perturbed by a complex type of noises (Q2158955) (← links)
• Stabilization of stochastic coupled systems with Lévy noise and regime switching diffusions via intermittent control with a time delay (Q2160966) (← links)
• Exponential ergodicity for regime-switching diffusion processes in total variation norm (Q2169043) (← links)
• On exponential stability of non-autonomous stochastic differential equations with Markovian switching (Q2170251) (← links)
• Inverse optimal control of regime-switching jump diffusions (Q2171224) (← links)
• Existence, uniqueness and exponential ergodicity under Lyapunov conditions for McKean-Vlasov SDEs with Markovian switching (Q2172465) (← links)
• Asymptotic properties of multi-species Lotka-Volterra models with regime switching involving weak and strong interactions (Q2173678) (← links)
• Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
• On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching (Q2175858) (← links)
• A note on a stochastic Holling-II predator-prey model with a prey refuge (Q2181355) (← links)
• Optimal investment decision under switching regimes of subsidy support (Q2183316) (← links)
• General nonlinear stochastic systems motivated by chemostat models: complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment (Q2186640) (← links)
• Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching (Q2197841) (← links)
• Exact long time behavior of some regime switching stochastic processes (Q2203615) (← links)
• Distributions of functionals of switching diffusions with jumps (Q2206287) (← links)
• On the convergence of workload in service system to Brownian motion with switching variance (Q2206290) (← links)
• Ginzburg-Landau equations with random switching and impulsive perturbations (Q2207089) (← links)
• Integral equation characterization of the Feynman-Kac formula for a regime-switching diffusion (Q2211247) (← links)
• Mean stability and \(L_1\) performance of a class of two-time-scale Markov jump linear systems (Q2227001) (← links)
• Sufficient conditions for terminal invariance of stochastic jump diffusion systems (Q2229532) (← links)
• Random evolution equations: well-posedness, asymptotics, and applications to graphs (Q2234310) (← links)
• A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
• Periodic solutions of hybrid jump diffusion processes (Q2238054) (← links)
• Mean field interaction on random graphs with dynamically changing multi-color edges (Q2238889) (← links)
• Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching (Q2242121) (← links)
• Jump-diffusion processes in random environments (Q2249246) (← links)
• Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise (Q2250581) (← links)
• BSDEs with regime switching: weak convergence and applications (Q2257512) (← links)