Recurrence and periodicity for stochastic differential equations with regime-switching jump diffusions (Q6489389): Difference between revisions

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scientific article; zbMATH DE number 7835192

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English	Recurrence and periodicity for stochastic differential equations with regime-switching jump diffusions	scientific article; zbMATH DE number 7835192

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instance of

scholarly article

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title

Recurrence and periodicity for stochastic differential equations with regime-switching jump diffusions (English)

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Discrete and Continuous Dynamical Systems. Series B

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publication date

21 April 2024

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zbMATH Keywords

regime-switching jump diffusion

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recurrence

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Lyapunov function

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\(M\)-matrix method

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MaRDI profile type

MaRDI publication profile

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cites work

Continuous-time Markov chains. An applications-oriented approach

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Lévy Processes and Stochastic Calculus

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Measure Theory and Probability Theory

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Q4326384

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Criteria for recurrence and existence of invariant measures for multidimensional diffusions

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Periodic solutions of Fokker-Planck equations

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Recurrence and ergodicity for A class of regime-switching jump diffusions

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Periodic solutions of hybrid jump diffusion processes

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Periodic solutions for SDEs through upper and lower solutions

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Existence of periodic probability solutions to Fokker-Planck equations with applications

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Wong-Zakai approximations and periodic solutions in distribution of dissipative stochastic differential equations

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Existence of periodic solutions in distribution for stochastic Newtonian systems

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Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson

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Zur Theorie der Markoffschen Ketten

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Favard separation method for almost periodic stochastic differential equations

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Deterministic Nonperiodic Flow

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Periodic solution of stochastic process in the distributional sense

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Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space

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Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State Space

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Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments

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Some remarks and examples concerning the transience and recurrence of random diffusions

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Criteria for transience and recurrence of regime-switching diffusion processes

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Stability and Recurrence of Regime-Switching Diffusion Processes

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Q4693053

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Stochastic dynamics of a neural field lattice model with state dependent nonlinear noise

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Asymptotic properties of jump-diffusion processes with state-dependent switching

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On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes

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Stability of Regime-Switching Jump Diffusions

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Hybrid switching diffusions. Properties and applications

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Periodic solutions of stochastic functional differential equations with jumps via viability

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Identifiers

DOI

10.3934/dcdsb.2023197

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6489389

@@ Property / cites work @@
+Continuous-time Markov chains. An applications-oriented approach
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Measure Theory and Probability Theory
@@ Property / cites work: Measure Theory and Probability Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Q4326384
@@ Property / cites work: Q4326384 / rank @@
+Normal rank
@@ Property / cites work @@
+Criteria for recurrence and existence of invariant measures for multidimensional diffusions
+Normal rank
@@ Property / cites work @@
+Periodic solutions of Fokker-Planck equations
@@ Property / cites work: Periodic solutions of Fokker-Planck equations / rank @@
+Normal rank
@@ Property / cites work @@
+Recurrence and ergodicity for A class of regime-switching jump diffusions
+Normal rank
@@ Property / cites work @@
+Periodic solutions of hybrid jump diffusion processes
+Normal rank
@@ Property / cites work @@
+Periodic solutions for SDEs through upper and lower solutions
+Normal rank
@@ Property / cites work @@
+Existence of periodic probability solutions to Fokker-Planck equations with applications
+Normal rank
@@ Property / cites work @@
+Wong-Zakai approximations and periodic solutions in distribution of dissipative stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Existence of periodic solutions in distribution for stochastic Newtonian systems
+Normal rank
@@ Property / cites work @@
+Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
+Normal rank
@@ Property / cites work @@
+Zur Theorie der Markoffschen Ketten
@@ Property / cites work: Zur Theorie der Markoffschen Ketten / rank @@
+Normal rank
@@ Property / cites work @@
+Favard separation method for almost periodic stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Deterministic Nonperiodic Flow
@@ Property / cites work: Deterministic Nonperiodic Flow / rank @@
+Normal rank
@@ Property / cites work @@
+Periodic solution of stochastic process in the distributional sense
+Normal rank
@@ Property / cites work @@
+Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space
+Normal rank
@@ Property / cites work @@
+Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State Space
+Normal rank
@@ Property / cites work @@
+Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments
+Normal rank
@@ Property / cites work @@
+Some remarks and examples concerning the transience and recurrence of random diffusions
+Normal rank
@@ Property / cites work @@
+Criteria for transience and recurrence of regime-switching diffusion processes
+Normal rank
@@ Property / cites work @@
+Stability and Recurrence of Regime-Switching Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Q4693053
@@ Property / cites work: Q4693053 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic dynamics of a neural field lattice model with state dependent nonlinear noise
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of jump-diffusion processes with state-dependent switching
+Normal rank
@@ Property / cites work @@
+On Feller and  Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable  Regimes
+Normal rank
@@ Property / cites work @@
+Stability of Regime-Switching Jump Diffusions
@@ Property / cites work: Stability of Regime-Switching Jump Diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Hybrid switching diffusions. Properties and applications
+Normal rank
@@ Property / cites work @@
+Periodic solutions of stochastic functional differential equations with jumps via viability
+Normal rank