Pages that link to "Item:Q2865815"
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The following pages link to Long time behavior of diffusions with Markov switching (Q2865815):
Displayed 37 items.
- Approximation of invariant measures for regime-switching diffusions (Q283436) (← links)
- Ergodicity and first passage probability of regime-switching geometric Brownian motions (Q1624097) (← links)
- Variational formula for the stability of regime-switching diffusion processes (Q1635849) (← links)
- Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory (Q2048174) (← links)
- Some characterizations for Brownian motion with Markov switching (Q2060874) (← links)
- The tail behavior of jump-diffusion Cox-Ingersoll-Ross processes with regime-switching (Q2070639) (← links)
- Harnack inequality and long time asymptotics of unbounded additive functionals of regime-switching diffusion processes (Q2118844) (← links)
- The stochastic \(\theta\) method for stationary distribution of stochastic differential equations with Markovian switching (Q2144133) (← links)
- Exponential ergodicity for regime-switching diffusion processes in total variation norm (Q2169043) (← links)
- Mean escape time for randomly switching narrow gates in a steady flow (Q2192466) (← links)
- Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching (Q2197841) (← links)
- Exact long time behavior of some regime switching stochastic processes (Q2203615) (← links)
- Stability of regime-switching processes under perturbation of transition rate matrices (Q2283238) (← links)
- Stability of regime-switching jump diffusion processes (Q2287317) (← links)
- Exponential ergodicity for Markov processes with random switching (Q2345131) (← links)
- Moment bounds and geometric ergodicity of diffusions with random switching and unbounded transition rates (Q2374085) (← links)
- Ergodicity of regime-switching diffusions in Wasserstein distances (Q2512854) (← links)
- Stability of stochastic functional differential equations with random switching and applications (Q2663903) (← links)
- Invariant probability measures for path-dependent random diffusions (Q2683027) (← links)
- Probabilistic and Piecewise Deterministic models in Biology (Q4606439) (← links)
- Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations II: State-Dependent Case (Q4630688) (← links)
- Simple nonlinear models with rigorous extreme events and heavy tails (Q4632031) (← links)
- Stability in Distribution of Path-Dependent Hybrid Diffusion (Q4965178) (← links)
- A note on ergodicity for CIR model with Markov switching (Q5082619) (← links)
- Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization (Q5103922) (← links)
- Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching (Q5109501) (← links)
- Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations (Q5130899) (← links)
- Some characterizations for the CIR model with Markov switching (Q5157726) (← links)
- Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions (Q5374436) (← links)
- Necessary and sufficient conditions for ergodicity of CIR type SDEs with Markov switching (Q5384788) (← links)
- The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching (Q5745075) (← links)
- Stability of Fractional SDEs with Markov Switching Perturbed by Transition Rate Matrices (Q5869811) (← links)
- Switched diffusion processes for non-convex optimization and saddle points search (Q6089196) (← links)
- Harnack type inequalities for SDEs driven by fractional Brownian motion with Markovian switching (Q6101864) (← links)
- Exponential ergodicity for stochastic functional differential equations with Markovian switching (Q6150483) (← links)
- Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching (Q6156998) (← links)
- Limit theorems of additive functionals for regime-switching diffusions with infinite delay (Q6186384) (← links)