Pages that link to "Item:Q3142673"
From MaRDI portal
The following pages link to Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes (Q3142673):
Displaying 50 items.
- \(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps (Q849861) (← links)
- On the stability of diffusion processes with state-dependent switching (Q867777) (← links)
- Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps (Q873605) (← links)
- Some properties of doubly skewed CIR processes (Q891388) (← links)
- Feller property and exponential ergodicity of diffusion processes with state-dependent switching (Q931511) (← links)
- Criteria for ergodicity of Lévy type operators in dimension one (Q952833) (← links)
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) (Q997928) (← links)
- Average optimality for continuous-time Markov decision processes in Polish spaces (Q997948) (← links)
- Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes (Q1009672) (← links)
- Characterizations of overtaking optimality for controlled diffusion processes (Q1021252) (← links)
- Random walk, birth-and-death process and their fluid approximations: Absorbing case (Q1040689) (← links)
- State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains (Q1045796) (← links)
- Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing (Q1296615) (← links)
- Topological conditions enabling use of Harris methods in discrete and continuous time (Q1323526) (← links)
- Dam processes with state dependent batch sizes and intermittent production processes with state dependent rates (Q1357707) (← links)
- Optimization via trunk reservation in single resource loss systems under heavy traffic (Q1379722) (← links)
- Control of end-to-end delay tails in a multiclass network: LWDF discipline optimality (Q1425489) (← links)
- Time and Palm stationarity of repairable systems (Q1593584) (← links)
- On the use of Lyapunov methods in renewal theory (Q1593592) (← links)
- Stochastic approximation of quasi-stationary distributions on compact spaces and applications (Q1617129) (← links)
- On the polynomial convergence rate to nonequilibrium steady states (Q1634187) (← links)
- Stability of the overdamped Langevin equation in double-well potential (Q1659333) (← links)
- Ergodic properties of generalized Ornstein-Uhlenbeck processes (Q1683812) (← links)
- Numerical simulation of polynomial-speed convergence phenomenon (Q1696954) (← links)
- Stochastic heavy ball (Q1697485) (← links)
- A probabilistic approach to spectral analysis of growth-fragmentation equations (Q1702576) (← links)
- Threshold dynamics and ergodicity of an SIRS epidemic model with semi-Markov switching (Q1710728) (← links)
- Maximum likelihood estimation for stochastic Lotka-Volterra model with jumps (Q1712202) (← links)
- Constrained stochastic differential games with additive structure: average and discount payoffs (Q1714479) (← links)
- Subexponential decay in kinetic Fokker-Planck equation: weak hypocoercivity (Q1715526) (← links)
- Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity (Q1720281) (← links)
- A stochastic SIRS epidemic model with nonlinear incidence rate (Q1735437) (← links)
- Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues (Q1737963) (← links)
- Exponential ergodicity of a regime-switching SIS epidemic model with jumps (Q1739489) (← links)
- Asymptotic properties of a stochastic SIR epidemic model with Beddington-DeAngelis incidence rate (Q1743977) (← links)
- Self-exciting jump processes with applications to energy markets (Q1744711) (← links)
- Spatial central limit theorem for supercritical superprocesses (Q1745257) (← links)
- Normalizing constants of log-concave densities (Q1746544) (← links)
- Lyapunov exponents of nilpotent Itô systems with random coefficients. (Q1766002) (← links)
- Stability of a random diffusion with nonlinear drift (Q1771427) (← links)
- Sensitivity analysis of long-term cash flows (Q1788822) (← links)
- On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes (Q1800937) (← links)
- Sharp conditions for certain ruin in a risk process with stochastic return on investments (Q1805763) (← links)
- Stability for a random evolution equation with Gaussian perturbation (Q1851311) (← links)
- Lyapunov exponents for small random perturbations of Hamiltonian systems. (Q1872253) (← links)
- Spectral theory and limit theorems for geometrically ergodic Markov processes (Q1872341) (← links)
- Sample path properties of the stochastic flows. (Q1879844) (← links)
- Computable exponential convergence rates for stochastically ordered Markov processes (Q1921439) (← links)
- Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity (Q1934556) (← links)
- On limiting characteristics for a non-stationary two-processor heterogeneous system with catastrophes, server failures and repairs (Q1983670) (← links)
