Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory (Q2048174): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q590393
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Fu-bao Xi / 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/s11464-020-0863-8 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3112461723 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximation of invariant measures for regime-switching diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodicity for neutral type SDEs with infinite length of memory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodicity for functional stochastic differential equations and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long time behavior of diffusions with Markov switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4650356 / 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: Ergodicity for Infinite Dimensional Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to functional differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional differential equations with infinite delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some considerations to the fundamental theory of infinite delay equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations for empirical measures of switching diffusion processes with small parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4369402 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Differential Equations with Markovian Switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations. An introduction with applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodicity of regime-switching diffusions in Wasserstein distances / rank
 
Normal rank
Property / cites work
 
Property / cites work: Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Transport / rank
 
Normal rank
Property / cites work
 
Property / cites work: EXISTENCE, UNIQUENESS AND ASYMPTOTIC PROPERTIES OF A CLASS OF NONLINEAR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS WITH MARKOVIAN SWITCHING / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Lotka–Volterra Population Dynamics with Infinite Delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the stability of jump-diffusions with Markovian switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of jump-diffusion processes with state-dependent switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of Regime-Switching Jump Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hybrid switching diffusions. Properties and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability in distribution of stochastic differential delay equations with Markovian switching / rank
 
Normal rank

Latest revision as of 08:04, 26 July 2024

scientific article
Language Label Description Also known as
English
Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory
scientific article

    Statements

    Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory (English)
    0 references
    0 references
    0 references
    5 August 2021
    0 references
    regime-switching diffusion process
    0 references
    infinite memory
    0 references
    convergence
    0 references
    boundedness
    0 references
    Feller property
    0 references
    invariant measure
    0 references
    Wasserstein distance
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references