Recurrence for switching diffusion with past dependent switching and countable state space
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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
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