Pages that link to "Item:Q1031565"

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

Displaying 50 items.

• Dynamical analysis on two stochastic single-species models (Q2275244) (← links)
• Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies (Q2276105) (← links)
• \(p\)th moment exponential stability of stochastic delayed hybrid systems with Lévy noise (Q2282662) (← links)
• Stability of regime-switching processes under perturbation of transition rate matrices (Q2283238) (← links)
• Asymptotic stability of nonlinear hybrid stochastic systems driven by linear discrete time noises (Q2283249) (← links)
• Block trading: building up a stock position under a regime switching model (Q2283673) (← links)
• On laws of large numbers for systems with mean-field interactions and Markovian switching (Q2289785) (← links)
• Recursive computation of invariant distributions of Feller processes (Q2289787) (← links)
• The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise (Q2291122) (← links)
• Optimal harvesting of a stochastic mutualism model with regime-switching (Q2293947) (← links)
• Epidemic threshold and ergodicity of an SIS model in switched networks (Q2320130) (← links)
• Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains (Q2327410) (← links)
• Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
• Recurrence and ergodicity for A class of regime-switching jump diffusions (Q2338076) (← links)
• Stationary distribution of a stochastic hybrid phytoplankton-zooplankton model with toxin-producing phytoplankton (Q2338308) (← links)
• Robust stability and stabilization of linear stochastic systems with Markovian switching and uncertain transition rates (Q2338887) (← links)
• Feedback control of switched stochastic systems using randomly available active mode information (Q2342752) (← links)
• Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching (Q2347459) (← links)
• Approximate analysis of biological systems by hybrid switching jump diffusion (Q2348027) (← links)
• Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching (Q2356567) (← links)
• Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
• A new criterion on existence and uniqueness of stationary distribution for diffusion processes (Q2360487) (← links)
• On stochastic multi-group Lotka-Volterra ecosystems with regime switching (Q2364749) (← links)
• Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
• Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions (Q2401783) (← links)
• Certain properties related to well posedness of switching diffusions (Q2403701) (← links)
• Stabilizing two-dimensional stochastic systems through sliding mode control (Q2412687) (← links)
• Successful couplings for diffusion processes with state-dependent switching (Q2441130) (← links)
• On the stability of planar randomly switched systems (Q2443193) (← links)
• A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
• Weak convergence of Markov-modulated diffusion processes with rapid switching (Q2452781) (← links)
• Enhanced feedback robustness against communication channel multiplicative uncertainties via scaled dithers (Q2454161) (← links)
• Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes (Q2512663) (← links)
• Ergodicity of regime-switching diffusions in Wasserstein distances (Q2512854) (← links)
• Long-term behavior of stochastic interest rate models with Markov switching (Q2520458) (← links)
• Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (Q2628665) (← links)
• Stability analysis for nonlinear Markov jump neutral stochastic functional differential systems (Q2662627) (← links)
• Optimal stopping problem for jump-diffusion processes with regime-switching (Q2665293) (← links)
• Optimal control and numerical methods for hybrid stochastic SIS models (Q2665309) (← links)
• Stochastic stability of switching linear systems with application to an automotive powertrain model (Q2666493) (← links)
• A general view on double limits in differential equations (Q2670210) (← links)
• Value functions in a regime switching jump diffusion with delay market model (Q2671163) (← links)
• A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
• Evolving systems of stochastic differential equations (Q2677003) (← links)
• Interacting particle system based estimation of reach probability of general stochastic hybrid systems (Q2677118) (← links)
• Stabilization of highly nonlinear hybrid systems driven by Lévy noise and delay feedback control based on discrete-time state observations (Q2681895) (← links)
• On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems (Q2683719) (← links)
• A limit theorem for regime-switching diffusion processes (Q2684715) (← links)
• Analysis of a stochastic single-species model with intraspecific cooperation (Q2684958) (← links)
• Probabilistic interpretation of the Cauchy problem for systems of nonlinear parabolic equations (Q2686556) (← links)