Pages that link to "Item:Q1031565"

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

Displaying 50 items.

• Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations (Q4956927) (← links)
• Stability of Regime-Switching Diffusion Systems with Discrete States Belonging to a Countable Set (Q4961442) (← links)
• Quickest detection of an accumulated state-dependent change point (Q4964402) (← links)
• Stability in Distribution of Path-Dependent Hybrid Diffusion (Q4965178) (← links)
• Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration (Q4971976) (← links)
• Exponential ergodicity of CIR interest rate model with random switching (Q4975322) (← links)
• Explicit Computations for Some Markov Modulated Counting Processes (Q4976494) (← links)
• Permanence and extinction of stochastic regime-switching mutualism model (Q4984882) (← links)
• Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems (Q4989154) (← links)
• Extreme first passage times of piecewise deterministic Markov processes (Q4990881) (← links)
• On Some Quasi-Variational Inequalities and Other Problems with Moving Sets (Q4992577) (← links)
• Population dynamics driven by truncated stable processes with Markovian switching (Q4997203) (← links)
• Extinction and ergodic stationary distribution of a Markovian-switching prey-predator model with additional food for predator (Q5001312) (← links)
• Markovian Switching of Mutation Rates in Evolutionary Network Dynamics (Q5013404) (← links)
• <i>p</i>th moment and almost sure exponential stability of impulsive neutral stochastic functional differential equations with Markovian switching (Q5027520) (← links)
• A unifying approach to first-passage time distributions in diffusing diffusivity and switching diffusion models (Q5053489) (← links)
• Stability in distribution and stabilization of switching jump diffusions (Q5056670) (← links)
• Inhomogeneous time change equations for Markov chains and their applications (Q5073876) (← links)
• A note on ergodicity for CIR model with Markov switching (Q5082619) (← links)
• Ergodicity of CIR type SDEs driven by stable processes with random switching (Q5086515) (← links)
• Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization (Q5103922) (← links)
• Equilibrium strategies for time-inconsistent stochastic switching systems (Q5107969) (← links)
• Constrained optimality for controlled switching diffusions with an application to stock purchasing (Q5120736) (← links)
• A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (Q5126412) (← links)
• Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations (Q5130899) (← links)
• Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems (Q5132232) (← links)
• Exit time asymptotics for dynamical systems with fast random switching near an unstable equilibrium (Q5133901) (← links)
• A class of Langevin equations with Markov switching involving strong damping and fast switching (Q5136164) (← links)
• Control Design of Switched Nonlinear Systems: An Intermittent Compensation Switching Strategy (Q5139674) (← links)
• Stability Verification for a Class of Stochastic Hybrid Systems by Semidefinite Programming (Q5145609) (← links)
• Some characterizations for the CIR model with Markov switching (Q5157726) (← links)
• Fast Switching Detector-Based $H_2$ Control of Markov Jump Linear Systems with Multiplicative Noises (Q5163692) (← links)
• Regime-switching diffusion processes: strong solutions and strong Feller property (Q5206081) (← links)
• Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems (Q5210849) (← links)
• Random switching near bifurcations (Q5222187) (← links)
• Threshold Models for Rainfall and Convection: Deterministic versus Stochastic Triggers (Q5253751) (← links)
• Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (Q5254887) (← links)
• A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL (Q5265237) (← links)
• On the use of stochastic differential games against nature to ergodic control problems with unknown parameters (Q5266180) (← links)
• On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes (Q5266531) (← links)
• Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching (Q5347527) (← links)
• Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions (Q5374436) (← links)
• Ultracontractivity for Brownian motion with Markov switching (Q5379264) (← links)
• Necessary and sufficient conditions for ergodicity of CIR type SDEs with Markov switching (Q5384788) (← links)
• Asymptotic optimality for consensus-type stochastic approximation algorithms using iterate averaging (Q5399296) (← links)
• Asymptotic expansions of solutions for parabolic systems associated with transient switching diffusions (Q5418578) (← links)
• Stochastic Liénard Equations with Random Switching and Two-time Scales (Q5419664) (← links)
• Hybrid competitive Lotka–Volterra ecosystems: countable switching states and two-time-scale models (Q5742552) (← links)
• Permanence and Extinction of Regime-Switching Predator-Prey Models (Q5744675) (← links)
• The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching (Q5745075) (← links)