Stability of regime-switching processes under perturbation of transition rate matrices

DOI10.1016/j.nahs.2019.02.009zbMath1427.60166arXiv1808.07248OpenAlexW2963996199MaRDI QIDQ2283238

Jing Hai Shao, Chenggui Yuan

Publication date: 30 December 2019

Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.07248

zbMATH Keywords

stabilityWasserstein distanceregime-switching diffusionstransition rate matrices

Mathematics Subject Classification ID

Diffusion processes (60J60) Probabilistic measure theory (60A10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (3)

Averaging principle for two time-scale regime-switching processes ⋮ Positive recurrence of a solution of an SDE with variable switching intensities ⋮ Stability of Fractional SDEs with Markov Switching Perturbed by Transition Rate Matrices

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