The following pages link to (Q4693053):
Displaying 50 items.
- Stochastic averaging principle for systems with pathwise uniqueness (Q4835291) (← links)
- Discrete-Time Semi-Markov Random Evolutions and their Applications (Q4915656) (← links)
- Stability of Regime-Switching Diffusion Systems with Discrete States Belonging to a Countable Set (Q4961442) (← links)
- Exponential ergodicity of CIR interest rate model with random switching (Q4975322) (← links)
- Permanence and extinction of stochastic regime-switching mutualism model (Q4984882) (← links)
- Stochastic stability analysis for neutral-type Markov jump neural networks with additive time-varying delays via a new reciprocally convex combination inequality (Q5025936) (← links)
- <i>p</i>th moment and almost sure exponential stability of impulsive neutral stochastic functional differential equations with Markovian switching (Q5027520) (← links)
- Option pricing based on a regime switching dividend process (Q5078079) (← links)
- Exponential stability of stochastic systems: A pathwise approach (Q5083419) (← links)
- Ergodicity of CIR type SDEs driven by stable processes with random switching (Q5086515) (← links)
- Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients (Q5086701) (← links)
- Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations (Q5104489) (← links)
- Non-uniform Kozlov–Treschev averagings in the ergodic theorem (Q5118054) (← links)
- Stochastic approximation procedure in semi-Markov environment applied to alcohol consumption model (Q5119792) (← links)
- Stability Verification for a Class of Stochastic Hybrid Systems by Semidefinite Programming (Q5145609) (← links)
- New Lyapunov conditions of stochastic finite-time stability and instability of nonlinear time-varying SDEs (Q5157980) (← links)
- Distributed Control of Uncertain Systems Using Superpositions of Linear Operators (Q5198610) (← links)
- Regime-switching diffusion processes: strong solutions and strong Feller property (Q5206081) (← links)
- On an optimal extraction problem with regime switching (Q5215020) (← links)
- Optimal Control of Debt-to-GDP Ratio in an $N$-State Regime Switching Economy (Q5220413) (← links)
- On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes (Q5266531) (← links)
- EXISTENCE, UNIQUENESS AND ASYMPTOTIC PROPERTIES OF A CLASS OF NONLINEAR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS WITH MARKOVIAN SWITCHING (Q5320889) (← links)
- Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions (Q5374436) (← links)
- Asymptotic stability in distribution of stochastic systems with semi-Markovian switching (Q5382995) (← links)
- Processes with volatility‐induced stationarity: an application for interest rates (Q5438539) (← links)
- Method for simulating non-linear stochastic differential equations in ℝ<sup>1</sup> (Q5697313) (← links)
- Hybrid competitive Lotka–Volterra ecosystems: countable switching states and two-time-scale models (Q5742552) (← links)
- Permanence and Extinction of Regime-Switching Predator-Prey Models (Q5744675) (← links)
- Optimal Singular Control Problem in Infinite Horizon for Stochastic Processes with Regime-Switching (Q5853642) (← links)
- Stability of Fractional SDEs with Markov Switching Perturbed by Transition Rate Matrices (Q5869811) (← links)
- First passage time and mean exit time for switching Brownian motion (Q5887755) (← links)
- Stability of an autonomous dynamic system with fast Markov switching (Q5905432) (← links)
- Stability in distribution of forward stochastic flows (Q5955627) (← links)
- On the controllability of a class of nonlinear stochastic systems (Q5958144) (← links)
- A stochastic differential equation SIS model on network under Markovian switching (Q6087167) (← links)
- DYNAMICAL BEHAVIORS OF A CLASS OF STOCHASTIC TUMOR–IMMUNE SYSTEMS (Q6090078) (← links)
- Stabilization of a class of stochastic nonlinear systems using a bang‐bang controller (Q6090139) (← links)
- The Second Bogolyubov Theorem and Global Averaging Principle for SPDEs with Monotone Coefficients (Q6102369) (← links)
- Reduction methods in climate dynamics -- a brief review (Q6102437) (← links)
- Averaging principle for stochastic complex Ginzburg-Landau equations (Q6102671) (← links)
- Random periodic solutions for a class of hybrid stochastic differential equations (Q6107681) (← links)
- (Q6120339) (← links)
- Periodic homogenization of a class of weakly coupled systems of linear PDEs (Q6125397) (← links)
- Stabilization of delayed neutral semi-Markovian jumping stochastic systems driven by fractional Brownian motions: \(H_\infty\) control approach (Q6136800) (← links)
- Stability of coupled jump diffusions and applications (Q6140098) (← links)
- Finite-frequency fault estimation and accommodation for continuous-time Markov jump linear systems with imprecise statistics of modes transitions (Q6149525) (← links)
- Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching (Q6156998) (← links)
- Reliability of a class of nonlinear systems under switching random excitations (Q6166374) (← links)
- Averaging and mixing for stochastic perturbations of linear conservative systems (Q6184492) (← links)
- Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks (Q6198070) (← links)