Strong convergence rate for slow-fast stochastic differential equations with Markovian switching

DOI10.3934/dcdsb.2023011OpenAlexW4319083662MaRDI QIDQ2697311

Yuhan Liao, Kexin Liu, Liqiong Wang, Xiaobin Sun

Publication date: 18 April 2023

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2023011

zbMATH Keywords

stochastic differential equationsMarkovian switchingslow-faststrong convergence rate

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• Unnamed Item
• Unnamed Item
• Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
• Strong convergence of principle of averaging for multiscale stochastic dynamical systems
• Averaging dynamics driven by fractional Brownian motion
• Averaging principle for a class of stochastic reaction-diffusion equations
• Hybrid switching diffusions. Properties and applications
• Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
• On the Poisson equation and diffusion approximation. I
• Stability of a random diffusion with linear drift
• On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching
• Diffusion approximation for fully coupled stochastic differential equations
• Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
• Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process
• Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component
• Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
• Smoothness of density for stochastic differential equations with Markovian switching
• Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
• Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
• Lévy Processes and Stochastic Calculus
• Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
• Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes
• Stability and Recurrence of Regime-Switching Diffusion Processes
• Multiscale Methods
• Stochastic Differential Equations with Markovian Switching
• Analysis of multiscale methods for stochastic differential equations

This page was built for publication: Strong convergence rate for slow-fast stochastic differential equations with Markovian switching