Regularity and recurrence of switching diffusions (Q2461353): Difference between revisions

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+https://doi.org/10.1007/s11424-007-9024-3
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+W2021266086
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@@ Property / cites work @@
+Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
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+Weak Convergence of Hybrid Filtering Problems Involving Nearly Completely Decomposable Hidden Markov Chains
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+Liapunov criteria for weak stochastic stability
@@ Property / cites work: Liapunov criteria for weak stochastic stability / rank @@
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+Stability of stochastic differential equations with Markovian switching
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+Ergodic Control of Switching Diffusions
@@ Property / cites work: Ergodic Control of Switching Diffusions / rank @@
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+Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization
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+Stability of regime-switching diffusions
@@ Property / cites work: Stability of regime-switching diffusions / rank @@
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+Asymptotic properties of parabolic systems for null-recurrent switching diffusions
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+On Averaging Principles: An Asymptotic Expansion Approach
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+Q4169502
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+On the notion of weak stability and related issues of hybrid diffusion systems
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+Publication:2461353