Ergodicity of one-dimensional regime-switching diffusion processes (Q487511): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q2025262
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Jing Hai Shao / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s11425-014-4853-8 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1977849190 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantitative ergodicity for some switched dynamical systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4650356 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Potential theory for elliptic systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Contributions to the Theory of Markov Chains. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential ergodicity for Markov processes with random switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of stochastic gene networks to hybrid piecewise deterministic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk theory for the compound Poisson process that is perturbed by diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3241504 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantitative Estimates for the Long-Time Behavior of an Ergodic Variant of the Telegraph Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Information and option pricings / rank
 
Normal rank
Property / cites work
 
Property / cites work: Closed-Form Solutions for Perpetual American Put Options with Regime Switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of stochastic differential equations with Markovian switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Differential Equations with Markovian Switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3264526 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of Markovian processes I: criteria for discrete-time Chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some remarks and examples concerning the transience and recurrence of random diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong ergodicity of the regime-switching diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hybrid switching diffusions. Properties and applications / rank
 
Normal rank

Latest revision as of 13:56, 9 July 2024

scientific article
Language Label Description Also known as
English
Ergodicity of one-dimensional regime-switching diffusion processes
scientific article

    Statements

    Ergodicity of one-dimensional regime-switching diffusion processes (English)
    0 references
    22 January 2015
    0 references
    regime-switching diffusion
    0 references
    ergodicity
    0 references
    positive recurrence
    0 references
    renewal theorem
    0 references
    0 references

    Identifiers