Pages that link to "Item:Q3142672"
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The following pages link to Stability of Markovian processes II: continuous-time processes and sampled chains (Q3142672):
Displaying 50 items.
- Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems. (Q1879512) (← links)
- Computable exponential convergence rates for stochastically ordered Markov processes (Q1921439) (← links)
- Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity (Q1934556) (← links)
- Stability of mixed generalized Jackson networks (Q1962833) (← links)
- Exponential ergodicity for SDEs under the total variation (Q1991701) (← links)
- Analysis of a stochastic HIV-1 infection model with degenerate diffusion (Q2008840) (← links)
- On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching (Q2020142) (← links)
- Periodic homogenization of a Lévy-type process with small jumps (Q2021727) (← links)
- A note on jump Atlas models (Q2032333) (← links)
- Approximation of heavy-tailed distributions via stable-driven SDEs (Q2040106) (← links)
- Time-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equations (Q2042083) (← links)
- Threshold dynamics and sensitivity analysis of a stochastic semi-Markov switched SIRS epidemic model with nonlinear incidence and vaccination (Q2056185) (← links)
- On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes (Q2061205) (← links)
- Efficient estimation for the volatility of stochastic interest rate models (Q2065317) (← links)
- Strong stochastic persistence of some Lévy-driven Lotka-Volterra systems (Q2074269) (← links)
- Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (Q2083865) (← links)
- On subgeometric ergodicity of regime-switching diffusion processes (Q2085169) (← links)
- On subexponential convergence to equilibrium of Markov processes (Q2091526) (← links)
- Invariant measures for multidimensional fractional stochastic volatility models (Q2093310) (← links)
- Interval fragmentations with choice: equidistribution and the evolution of tagged fragments (Q2094574) (← links)
- Birth and death processes in interactive random environments (Q2095036) (← links)
- Sticky PDMP samplers for sparse and local inference problems (Q2104011) (← links)
- Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← links)
- The stochastic \(\theta\) method for stationary distribution of stochastic differential equations with Markovian switching (Q2144133) (← links)
- Long-time behavior of stochastic multimolecular reaction model (Q2149238) (← links)
- Classification of asymptotic behavior in a stochastic SIS epidemic model with vaccination (Q2157196) (← links)
- Hopf bifurcation without parameters in deterministic and stochastic modeling of cancer virotherapy. II (Q2157704) (← links)
- Ergodicity of a regime-switching epidemic model with degenerate diffusion (Q2160127) (← links)
- Geometric ergodicity of affine processes on cones (Q2182630) (← links)
- General nonlinear stochastic systems motivated by chemostat models: complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment (Q2186640) (← links)
- Convergence rate to equilibrium in Wasserstein distance for reflected jump-diffusions (Q2197628) (← links)
- Permanence and extinction for the stochastic SIR epidemic model (Q2202264) (← links)
- Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity (Q2209322) (← links)
- Ergodicity and spike rate for stochastic FitzHugh-Nagumo neural model with periodic forcing (Q2213642) (← links)
- On sub-geometric ergodicity of diffusion processes (Q2214251) (← links)
- Stabilization of planar non-Markovian switched linear systems with unbounded random delays (Q2220065) (← links)
- Inverse problems for ergodicity of Markov chains (Q2235934) (← links)
- Stochastic methods for the neutron transport equation. I: Linear semigroup asymptotics (Q2240469) (← links)
- A stock market model based on CAPM and market size (Q2240683) (← links)
- Convergence of metadynamics: discussion of the adiabatic hypothesis (Q2240890) (← links)
- Sub-exponential rate of convergence to equilibrium for processes on the half-line (Q2244456) (← links)
- Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise (Q2250581) (← links)
- Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds (Q2267549) (← links)
- Watercooler chat, organizational structure and corporate culture (Q2278932) (← links)
- Metastability of a random walk with catastrophes (Q2279085) (← links)
- Exponential ergodicity and convergence for generalized reflected Brownian motion (Q2281369) (← links)
- The invariant distribution of wealth and employment status in a small open economy with precautionary savings (Q2283130) (← links)
- Dynamic contagion in a banking system with births and defaults (Q2292038) (← links)
- Stability of piecewise deterministic Markovian metapopulation processes on networks (Q2301487) (← links)
- Stationary distribution convergence of the offered waiting processes for \(GI/GI/1+GI\) queues in heavy traffic (Q2302275) (← links)
