Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values
type: Item
instance of: scholarly article
title: Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values
zbMATH Open document ID: 1480.60172
author: Jinghai Shao
author: Kun Zhao
publication date: 2021-05-11T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 7347412
zbMATH Keywords: regime-switching
zbMATH Keywords: state-dependent
zbMATH Keywords: Euler-Maruyama's approximation
MaRDI profile type: Publication
full work available at URL: s10114-020-9205-8
OpenAlex ID: W3016483787
cites work: Permanence and Extinction of Regime-Switching Predator-Prey Models
cites work: Approximation of invariant measures for regime-switching diffusions
cites work: Quantitative ergodicity for some switched dynamical systems
cites work: An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution
cites work: Exponential ergodicity for Markov processes with random switching
cites work: Q3959169
cites work: Mathematical methods for financial markets.
cites work: Intermittency, metastability and coarse graining for coupled deterministic–stochastic lattice systems
cites work: Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control
cites work: Delay geometric Brownian motion in financial option valuation
cites work: Geometric ergodicity for piecewise contracting processes with applications for tropical stochastic lattice models
cites work: Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions
cites work: Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space
cites work: Certain properties related to well posedness of switching diffusions
cites work: Criteria for transience and recurrence of regime-switching diffusion processes
cites work: Ergodicity of regime-switching diffusions in Wasserstein distances
cites work: Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space
cites work: Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations
cites work: Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions
cites work: Q3844008
cites work: Q4693053
cites work: Optimal switching with constraints and utility maximization of an indivisible market
cites work: Existence and uniqueness of solutions of stochastic functional differential equations
cites work: Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity
cites work: Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions
cites work: Hybrid switching diffusions. Properties and applications
cites work: Properties of solutions of stochastic differential equations with continuous-state-dependent switching
cites work: Stabilization of Hybrid Systems by Feedback Control Based on Discrete-Time State Observations
cites work: Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching.
DOI: 10.1007/S10114-020-9205-8
published in: Acta Mathematica Sinica, English Series
description: scientific article; zbMATH DE number 7347412