Stability in Distribution of Path-Dependent Hybrid Diffusion
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Publication:4965178
DOI10.1137/19M1302454zbMath1457.60091OpenAlexW3125029895MaRDI QIDQ4965178
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Publication date: 26 February 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/19m1302454
stabilityinvariant measureswitching diffusionWasserstein distancestochastic functional differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20)
Related Items (3)
Stability in distribution and stabilization of switching jump diffusions ⋮ Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization ⋮ Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations
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