Pages that link to "Item:Q2338076"
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The following pages link to Recurrence and ergodicity for A class of regime-switching jump diffusions (Q2338076):
Displaying 30 items.
- Ergodicity of one-dimensional regime-switching diffusion processes (Q487511) (← links)
- Ergodicity and first passage probability of regime-switching geometric Brownian motions (Q1624097) (← links)
- Properties of switching jump diffusions: maximum principles and Harnack inequalities (Q1740518) (← links)
- Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space (Q1751072) (← links)
- Recurrence for switching diffusion with past dependent switching and countable state space (Q2001563) (← links)
- On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes (Q2061205) (← links)
- The tail behavior of jump-diffusion Cox-Ingersoll-Ross processes with regime-switching (Q2070639) (← links)
- On subgeometric ergodicity of regime-switching diffusion processes (Q2085169) (← links)
- Positive recurrence of a solution of an SDE with variable switching intensities (Q2093311) (← links)
- Periodic solutions of hybrid jump diffusion processes (Q2238054) (← links)
- Stability of regime-switching jump diffusion processes (Q2287317) (← links)
- Strong ergodicity of the regime-switching diffusion processes (Q2350344) (← links)
- Asymptotic properties of jump-diffusion processes with state-dependent switching (Q2389228) (← links)
- Ergodicity for multidimensional jump diffusions with position dependent jump rate (Q2403215) (← links)
- Regularity and recurrence of switching diffusions (Q2461353) (← links)
- Criteria for transience and recurrence of regime-switching diffusion processes (Q2515930) (← links)
- Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion (Q2798172) (← links)
- Feynman–Kac formulas for regime-switching jump diffusions and their applications (Q2804019) (← links)
- Numerical Methods for Controlled Switching Diffusions (Q3297417) (← links)
- Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes (Q4818626) (← links)
- Population dynamics driven by truncated stable processes with Markovian switching (Q4997203) (← links)
- Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise (Q5056568) (← links)
- Stability in distribution and stabilization of switching jump diffusions (Q5056670) (← links)
- Ergodicity of CIR type SDEs driven by stable processes with random switching (Q5086515) (← links)
- A self-exciting switching jump diffusion: properties, calibration and hitting time (Q5234300) (← links)
- Stability of coupled jump diffusions and applications (Q6140098) (← links)
- Evolution systems of probability measures for nonautonomous Klein-Gordon Itô equations on \(\mathbb{Z}^N\) (Q6143517) (← links)
- Recurrence and periodicity for stochastic differential equations with regime-switching jump diffusions (Q6489389) (← links)
- On exponential contraction and expansion of Markovian switching diffusions (Q6548614) (← links)
- Variable-step Euler-Maruyama approximations of regime-switching jump diffusion processes (Q6556245) (← links)
