Pages that link to "Item:Q1031565"

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

Displaying 50 items.

• Some bivariate stochastic models arising from group representation theory (Q1615892) (← links)
• Ergodicity and first passage probability of regime-switching geometric Brownian motions (Q1624097) (← links)
• On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators (Q1630668) (← links)
• Variational formula for the stability of regime-switching diffusion processes (Q1635849) (← links)
• Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales (Q1635899) (← links)
• Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons (Q1643167) (← links)
• Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations (Q1653173) (← links)
• Stability analysis for impulsive stochastic delay differential equations with Markovian switching (Q1659386) (← links)
• Optimal harvesting strategies for stochastic competitive Lotka-Volterra ecosystems (Q1689379) (← links)
• Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model (Q1690497) (← links)
• Stochastic systems arising from Markov modulated empirical measures (Q1697658) (← links)
• Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (Q1730321) (← links)
• Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
• Almost sure exponential stability and stochastic stabilization of stochastic differential systems with impulsive effects (Q1730331) (← links)
• Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching (Q1731907) (← links)
• A note on stability of hybrid stochastic differential equations (Q1735130) (← links)
• Permanence and extinction of a stochastic hybrid model for tumor growth (Q1739475) (← links)
• Properties of switching jump diffusions: maximum principles and Harnack inequalities (Q1740518) (← links)
• Existence and controllability of second-order neutral impulsive stochastic evolution integro-differential equations with state-dependent delay (Q1742519) (← links)
• Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space (Q1751072) (← links)
• Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation (Q1755929) (← links)
• Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances (Q1787161) (← links)
• A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
• Stability analysis of stochastic differential equations with Markovian switching (Q1932738) (← links)
• Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity (Q1934556) (← links)
• Approximation of invariant measure for a stochastic population model with Markov chain and diffusion in a polluted environment (Q1979543) (← links)
• Discrete-time hybrid control in Borel spaces (Q1987330) (← links)
• Exponential stability with respect to part of the variables for a class of nonlinear stochastic systems with Markovian switchings (Q1997272) (← links)
• Invariant measure of a stochastic food-limited population model with regime switching (Q1998153) (← links)
• Recurrence for switching diffusion with past dependent switching and countable state space (Q2001563) (← links)
• Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← links)
• Stability of hybrid stochastic functional differential equations (Q2008475) (← links)
• Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (Q2015641) (← links)
• On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching (Q2020142) (← links)
• Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values (Q2025264) (← links)
• A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching (Q2029663) (← links)
• Persistence and extinction of a stochastic SIS epidemic model with regime switching and Lévy jumps (Q2033977) (← links)
• Stationary distributions of persistent ecological systems (Q2037048) (← links)
• EM algorithm for stochastic hybrid systems (Q2040945) (← links)
• Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory (Q2048174) (← links)
• Dynamical systems under random perturbations with fast switching and slow diffusion: hyperbolic equilibria and stable limit cycles (Q2048506) (← links)
• Analysis of stochastic gradient descent in continuous time (Q2058762) (← links)
• Some characterizations for Brownian motion with Markov switching (Q2060874) (← links)
• Invariant measure of a stochastic hybrid predator-prey model with infected prey (Q2060929) (← links)
• Asymptotic behavior of SIRS models in state-dependent random environments (Q2061173) (← links)
• Razumikhin method to stability of delay coupled systems with hybrid switching diffusions (Q2061192) (← links)
• On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes (Q2061205) (← links)
• A Markovian regime-switching stochastic hybrid time-delayed epidemic model with vaccination (Q2065227) (← links)
• Homogenized first-moment analysis of two-time-scale positive Markov jump linear systems (Q2068290) (← links)
• Convergence of martingale solutions to the hybrid slow-fast system (Q2074265) (← links)