Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Strong ergodicity of the regime-switching diffusion processes - MaRDI portal

Strong ergodicity of the regime-switching diffusion processes

From MaRDI portal
Publication:2350344

DOI10.1016/j.spa.2013.06.002zbMath1321.60156OpenAlexW2035392974MaRDI QIDQ2350344

Jing Hai Shao, Fu-bao Xi

Publication date: 19 June 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2013.06.002




Related Items

Approximation of invariant measures for regime-switching diffusionsErgodicity and first passage probability of regime-switching geometric Brownian motionsVariational formula for the stability of regime-switching diffusion processesThe stochastic \(\theta\) method for stationary distribution of stochastic differential equations with Markovian switchingStrong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State SpaceUnnamed ItemErgodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization\(V\)-uniform ergodicity for fluid queuesRandom periodic solutions for a class of hybrid stochastic differential equationsInvariant probability measures for path-dependent random diffusionsStabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time ObservationsErgodicity of one-dimensional regime-switching diffusion processesRecurrence and ergodicity of switching diffusions with past-dependent switching having a countable state spaceRecurrence for switching diffusion with past dependent switching and countable state spacePermanence and Extinction of Regime-Switching Predator-Prey ModelsThe Numerical Invariant Measure of Stochastic Differential Equations With Markovian SwitchingTransportation-cost inequalities for diffusions with jumps and its application to regime-switching processesErgodicity of regime-switching diffusions in Wasserstein distancesRegime-switching diffusion processes: strong solutions and strong Feller propertyModeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State SpaceOn subgeometric ergodicity of regime-switching diffusion processesRecurrence and ergodicity for A class of regime-switching jump diffusionsLarge deviations for multi-scale regime-switching jump diffusion systemsLarge deviations for empirical measures of switching diffusion processes with small parameters