On the stability of diffusion processes with state-dependent switching

DOI10.1007/s11425-006-2017-1zbMath1107.60321OpenAlexW1552050028MaRDI QIDQ867777

Fu-bao Xi, Lincheng Zhao

Publication date: 16 February 2007

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

Full work available at URL: https://doi.org/10.1007/s11425-006-2017-1

zbMATH Keywords

couplingexponential ergodicityFeller continuitystrong Feller continuity

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items

Stochastic Liénard equations with state-dependent switching ⋮ On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators ⋮ Asymptotic properties of jump-diffusion processes with state-dependent switching ⋮ Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space ⋮ Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity ⋮ On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems ⋮ Successful couplings for diffusion processes with state-dependent switching ⋮ Feller property and exponential ergodicity of diffusion processes with state-dependent switching ⋮ On the stability of jump-diffusions with Markovian switching ⋮ Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching ⋮ Regime-switching diffusion processes: strong solutions and strong Feller property ⋮ Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process ⋮ Stability of Regime-Switching Diffusion Systems with Discrete States Belonging to a Countable Set ⋮ On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes

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