Pages that link to "Item:Q1031565"

The following pages link to Hybrid switching diffusions. Properties and applications (Q1031565):

Displaying 50 items.

• Sign-error adaptive filtering algorithms involving Markovian parameters (Q256310) (← links)
• Optimal inventory control with path-dependent cost criteria (Q271839) (← links)
• Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation (Q272784) (← links)
• Lyapunov exponents of PDEs driven by fractional noise with Markovian switching (Q273691) (← links)
• Asymptotic stabilizability of a class of stochastic nonlinear hybrid systems (Q274832) (← links)
• Stochastic Liénard equations with state-dependent switching (Q277057) (← links)
• Numerical solutions of regime-switching jump diffusions (Q278452) (← links)
• Approximation of invariant measures for regime-switching diffusions (Q283436) (← links)
• Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay (Q286449) (← links)
• Mean-field stochastic linear-quadratic optimal control with Markov jump parameters (Q288921) (← links)
• On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828) (← links)
• Numerical methods for optimal harvesting strategies in random environments under partial observations (Q290829) (← links)
• \textit{Wolbachia} spread dynamics in stochastic environments (Q304431) (← links)
• Kolmogorov-type systems with regime-switching jump diffusion perturbations (Q316945) (← links)
• Stochastic dynamics: Markov chains and random transformations (Q316950) (← links)
• Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
• Stochastic input-to-state stability of switched stochastic nonlinear systems (Q361024) (← links)
• Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions (Q363842) (← links)
• Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls (Q382911) (← links)
• Stochastic competitive Lotka-Volterra ecosystems under partial observation: feedback controls for permanence and extinction (Q402006) (← links)
• Stability of nonlinear regime-switching jump diffusion (Q414505) (← links)
• Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (Q425955) (← links)
• Lyapunov exponents of hybrid stochastic heat equations (Q450716) (← links)
• Pathogen evolution in switching environments: a hybrid dynamical system approach (Q452473) (← links)
• Stability of numerical methods for jump diffusions and Markovian switching jump diffusions (Q457722) (← links)
• Stability analysis for stochastic hybrid systems: a survey (Q472550) (← links)
• Ergodicity of one-dimensional regime-switching diffusion processes (Q487511) (← links)
• Optimal debt ratio and consumption strategies in financial crisis (Q495747) (← links)
• Maximal Sobolev regularity in Neumann problems for gradient systems in infinite dimensional domains (Q500808) (← links)
• Randomly perturbed switching dynamics of a DC/DC converter (Q524015) (← links)
• Hybrid simulation of autoregulation within transcription and translation (Q533717) (← links)
• A trend-following strategy: conditions for optimality (Q534275) (← links)
• Invariant density, Lyapunov exponent, and almost sure stability of Markovian-regime-switching linear systems (Q545451) (← links)
• Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
• Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
• A multivariate stochastic hybrid model with switching coefficients and jumps: solution and distribution (Q642452) (← links)
• Optimal control of the risk process in a regime-switching environment (Q642895) (← links)
• Numerical solutions of neutral stochastic functional differential equations with Markovian switching (Q667989) (← links)
• Stability analysis for neutral stochastic delay systems with Markovian switching (Q680412) (← links)
• Asian option as a fixed-point (Q721236) (← links)
• Permanence and ergodicity of stochastic Gilpin-Ayala population model with regime switching (Q727940) (← links)
• Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula (Q778180) (← links)
• Existence, uniqueness, and almost sure exponential stability of solutions to nonlinear stochastic system with Markovian switching and Lévy noises (Q781737) (← links)
• Stability and asymptotic behavior of a regime-switching SIRS model with Beddington-DeAngelis incidence rate (Q783167) (← links)
• Dynamics of a stochastic regime-switching predator-prey model with modified Leslie-Gower Holling-type II schemes and prey harvesting (Q783484) (← links)
• Stationary distribution of stochastic population dynamics in state-dependent random environments (Q826760) (← links)
• Renewal reward perspective on linear switching diffusion systems in models of intracellular transport (Q829254) (← links)
• Feedback controls to ensure global solutions and asymptotic stability of Markovian switching diffusion systems (Q888797) (← links)
• Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching (Q968489) (← links)
• Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach (Q972465) (← links)