Recurrence for switching diffusion with past dependent switching and countable state space
From MaRDI portal
Publication:2001563
DOI10.3934/MCRF.2018039zbMath1419.60056arXiv1710.02888OpenAlexW2890216962WikidataQ129107099 ScholiaQ129107099MaRDI QIDQ2001563
Publication date: 3 July 2019
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.02888
Diffusion processes (60J60) Processes in random environments (60K37) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (2)
On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes ⋮ Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A piecewise deterministic model for a prey-predator community
- Dynamics of Kolmogorov systems of competitive type under the telegraph noise
- Stochastic population growth in spatially heterogeneous environments: the density-dependent case
- Coexistence and exclusion of stochastic competitive Lotka-Volterra models
- Change of variable formulas for non-anticipative functionals on path space
- Hybrid switching diffusions. Properties and applications
- Continuous-time Markov chains. An applications-oriented approach
- Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space
- A ratio-dependent food chain model and its applications to biological control.
- Functional Itō calculus and stochastic integral representation of martingales
- Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise
- Strong ergodicity of the regime-switching diffusion processes
- Stability of regime-switching diffusions
- Liapunov criteria for weak stochastic stability
- Criteria for transience and recurrence of regime-switching diffusion processes
- Conditions for permanence and ergodicity of certain stochastic predator–prey models
- Classification of Asymptotic Behavior in a Stochastic SIR Model
- Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State Space
- Almost Sure and $p$th-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems
- Protection Zones for Survival of Species in Random Environment
- Asymptotic Properties of Hybrid Diffusion Systems
- On Strong Feller, Recurrence, and Weak Stabilization of Regime-Switching Diffusions
- Lévy Processes and Stochastic Calculus
- Regularization and Stabilization of Randomly Switching Dynamic Systems
- Stability and Recurrence of Regime-Switching Diffusion Processes
- On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes
- Stochastic Differential Equations with Markovian Switching
This page was built for publication: Recurrence for switching diffusion with past dependent switching and countable state space
