Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values
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Publication:2025264
DOI10.1007/s10114-020-9205-8zbMath1480.60172OpenAlexW3016483787MaRDI QIDQ2025264
Publication date: 11 May 2021
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-020-9205-8
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items
Averaging principle for two time-scale regime-switching processes, Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching, Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching, The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients
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