Ergodicity of one-dimensional regime-switching diffusion processes

DOI10.1007/S11425-014-4853-8zbMath1360.60153OpenAlexW1977849190MaRDI QIDQ487511

Jing Hai Shao

Publication date: 22 January 2015

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-014-4853-8

zbMATH Keywords

ergodicitypositive recurrencerenewal theoremregime-switching diffusion

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Convergence of probability measures (60B10)

Related Items (7)

Ergodicity and first passage probability of regime-switching geometric Brownian motions ⋮ Variational formula for the stability of regime-switching diffusion processes ⋮ Exponential ergodicity for regime-switching diffusion processes in total variation norm ⋮ Exact long time behavior of some regime switching stochastic processes ⋮ Permanence and Extinction of Regime-Switching Predator-Prey Models ⋮ The dynamics of stochastic mono-molecular reaction systems in stochastic environments ⋮ Stability of regime-switching processes under perturbation of transition rate matrices

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