Pages that link to "Item:Q3142673"

The following pages link to Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes (Q3142673):

Displaying 50 items.

• Accuracy of Multiscale Reduction for Stochastic Reaction Systems (Q5022754) (← links)
• The expected degree distribution in transient duplication divergence models (Q5026469) (← links)
• Exploratory HJB Equations and Their Convergence (Q5047935) (← links)
• Self-exciting jump processes and their asymptotic behaviour (Q5056593) (← links)
• Averaging of a Stochastic Slow-Fast Model for Population Dynamics: Application to the Development of Ovarian Follicles (Q5065487) (← links)
• On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes (Q5067217) (← links)
• Optimal Liquidity-Based Trading Tactics (Q5084495) (← links)
• The Prelimit Generator Comparison Approach of Stein’s Method (Q5084504) (← links)
• A stochastic volatility factor model of heston type. Statistical properties and estimation (Q5085832) (← links)
• Geometric ergodicity of the multivariate COGARCH(1,1) process (Q5086715) (← links)
• Moments and ergodicity of the jump-diffusion CIR process (Q5087038) (← links)
• Long Time Behavior of an Age- and Leaky Memory-Structured Neuronal Population Equation (Q5101328) (← links)
• Optimal Control of Markov-Modulated Multiclass Many-Server Queues (Q5113896) (← links)
• Coarse-Graining of Overdamped Langevin Dynamics via the Mori--Zwanzig Formalism (Q5117155) (← links)
• A Probabilistic Look at Conservative Growth-Fragmentation Equations (Q5126588) (← links)
• Stochastically modeled weakly reversible reaction networks with a single linkage class (Q5139904) (← links)
• Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution (Q5144711) (← 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)
• Heisenberg picture approach to the stability of quantum Markov systems (Q5171407) (← links)
• Large population limit and time behaviour of a stochastic particle model describing an age-structured population (Q5190289) (← links)
• Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes (Q5205954) (← links)
• Geometric ergodicity of Langevin dynamics with Coulomb interactions (Q5207514) (← links)
• Replica-Mean-Field Limits for Intensity-Based Neural Networks (Q5207527) (← links)
• Fractional Fokker--Planck Equation with General Confinement Force (Q5208769) (← links)
• Subgeometric rates of convergence for Markov processes under subordination (Q5233163) (← links)
• Limit theorems for some branching measure-valued processes (Q5233180) (← links)
• Exponential ergodicity of an affine two-factor model based on the α-root process (Q5233204) (← links)
• A stochastic SIR model with contact-tracing: large population limits and statistical inference (Q5258024) (← 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)
• Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes (Q5272954) (← links)
• Blackwell Optimality for Controlled Diffusion Processes (Q5321756) (← links)
• COUNTABLE STATE MARKOV PROCESSES: NON-EXPLOSIVENESS AND MOMENT FUNCTION (Q5358064) (← links)
• Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
• On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant (Q5391088) (← links)
• Markov Processes with Restart (Q5407020) (← links)
• Optimal ergodic control of Markov diffusion processes with minimum variance (Q5410815) (← links)
• Pricing of mountain range derivatives under a principal component stochastic volatility model (Q5414524) (← links)
• (Q5446228) (← 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)
• Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces (Q5853565) (← links)
• A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$ (Q5855517) (← links)
• Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity (Q5880780) (← links)
• Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels (Q5881047) (← links)
• On quantitative hypocoercivity estimates based on Harris-type theorems (Q5885669) (← links)
• Convex stochastic fluid programs with average cost. (Q5945755) (← links)
• Reaction-diffusion processes (Q5955924) (← links)
• Quantitative results for the Fleming-Viot particle system and quasi-stationary distributions in discrete space (Q5962604) (← links)