Ergodicity and transience of SDEs driven by -stable processes with Markovian switching

DOI10.1080/00036811.2017.1307966zbMath1391.60201OpenAlexW2601285549MaRDI QIDQ4576754

Xinghu Jin, Zhen Zhong Zhang, Jinying Tong

Publication date: 10 July 2018

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036811.2017.1307966

zbMATH Keywords

ergodicityM-matrixMarkovian switchingsymmetric \(\alpha\)-stable processFoster-Lyapunov criteria

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Diffusion processes (60J60) Stable stochastic processes (60G52) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (2)

Ergodicity for population dynamics driven by stable processes with Markovian switching ⋮ Ergodicity of CIR type SDEs driven by stable processes with random switching

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