Pages that link to "Item:Q3142672"
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The following pages link to Stability of Markovian processes II: continuous-time processes and sampled chains (Q3142672):
Displaying 50 items.
- ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES (Q4569588) (← links)
- Ergodic behaviour of stochastic parabolic equations (Q4700035) (← links)
- (Q4720493) (← links)
- Ergodicity properties of stress release, repairable system and workload models (Q4819492) (← links)
- Weak Poincaré inequalities for convolution probabilities measures (Q4960407) (← links)
- Affine Invariant Interacting Langevin Dynamics for Bayesian Inference (Q4964234) (← links)
- NONPARAMETRIC NONSTATIONARITY TESTS (Q4979936) (← links)
- Level sets and drift estimation for reflected Brownian motion with drift (Q4986361) (← links)
- Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models (Q5039783) (← links)
- Exploratory HJB Equations and Their Convergence (Q5047935) (← links)
- On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes (Q5067217) (← links)
- Geometric ergodicity of the multivariate COGARCH(1,1) process (Q5086715) (← links)
- Moments and ergodicity of the jump-diffusion CIR process (Q5087038) (← links)
- Hypocoercivity Properties of Adaptive Langevin Dynamics (Q5110577) (← links)
- Optimizing Weighted Ensemble Sampling of Steady States (Q5112040) (← links)
- Stochastic Monotonicity of Markovian Multiclass Queueing Networks (Q5113894) (← links)
- Inert drift system in a viscous fluid: Steady state asymptotics and exponential ergodicity (Q5125075) (← links)
- Entrance laws at the origin of self-similar Markov processes in high dimensions (Q5125171) (← links)
- Stationary Distributions of Continuous-Time Markov Chains: A Review of Theory and Truncation-Based Approximations (Q5150207) (← links)
- Ergodicity of Markov Processes via Nonstandard Analysis (Q5162917) (← links)
- Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes (Q5205954) (← links)
- Subgeometric rates of convergence for Markov processes under subordination (Q5233163) (← links)
- On the large-time behaviour of the solution of a stochastic differential equation driven by a Poisson point process (Q5233171) (← links)
- Limit theorems for the zig-zag process (Q5233190) (← links)
- Exponential ergodicity of an affine two-factor model based on the α-root process (Q5233204) (← links)
- On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes (Q5266531) (← links)
- Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes (Q5272954) (← links)
- On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant (Q5391088) (← links)
- Theoretical and numerical comparison of some sampling methods for molecular dynamics (Q5447907) (← links)
- Monte Carlo Algorithms for Finding the Maximum of a Random Walk with Negative Drift (Q5488990) (← links)
- Stabilization of an Overloaded Queueing Network Using Measurement-Based Admission Control (Q5489002) (← links)
- Bounds for Deterministic and Stochastic Dynamical Systems using Sum-of-Squares Optimization (Q5506818) (← links)
- The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching (Q5745075) (← links)
- Ergodic properties and ergodic decompositions of continuous-time Markov processes (Q5754687) (← links)
- A note on the polynomial ergodicity of the one-dimensional Zig-Zag process (Q5868538) (← links)
- Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains (Q5952060) (← links)
- On a piece-wise deterministic Markov process model (Q5952112) (← links)
- Algebraic convergence rate for reflecting diffusion processes on manifolds with boundary (Q5962759) (← links)
- A Model of Seasonal Savanna Dynamics (Q6038791) (← links)
- On recurrence and transience of some Lévy-type processes in ℝ (Q6040486) (← links)
- Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes (Q6111893) (← links)
- Ergodic estimators of double exponential Ornstein-Uhlenbeck processes (Q6133114) (← links)
- Speed up Zig-Zag (Q6138921) (← links)
- Stability of overshoots of Markov additive processes (Q6139684) (← links)
- Threshold behavior and exponential ergodicity of an SIR epidemic model: the impact of random jamming and hospital capacity (Q6140872) (← links)
- Threshold dynamics of stochastic H7N9 model with Markov switching and hybrid strategy (Q6152346) (← links)
- Stochastic dynamics of human papillomavirus delineates cervical cancer progression (Q6181117) (← links)
- Lévy Langevin Monte Carlo (Q6190659) (← links)
- Strong invariance principles for ergodic Markov processes (Q6200877) (← links)
- On ergodic properties of some Lévy-type processes (Q6204795) (← links)
