Exponential contraction of switching jump diffusions with a hidden Markov chain

DOI10.1016/j.spl.2021.109191zbMath1474.60187OpenAlexW3180707697WikidataQ115566810 ScholiaQ115566810MaRDI QIDQ2244604

Ky Quan Tran

Publication date: 12 November 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2021.109191

zbMATH Keywords

hidden Markov chainfeedback controlalmost sure exponential contractionexponential contraction in mean squareswitching jump diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Jump processes on discrete state spaces (60J74)

Related Items (5)

On contraction in mean square of stochastic difference systems with delays ⋮ Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise ⋮ Stability in distribution and stabilization of switching jump diffusions ⋮ On exponential stability of non-autonomous stochastic differential equations with Markovian switching ⋮ On contraction of functional differential equations with Markovian switching

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