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

DOI10.1007/S11118-017-9641-YzbMath1426.60079arXiv1706.08352OpenAlexW2963706467MaRDI QIDQ1751072

George Yin, Dang H. Nguyen

Publication date: 23 May 2018

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.08352

zbMATH Keywords

ergodicityrecurrenceswitching diffusionpast-dependent switching

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Related Items (10)

On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes ⋮ Asymptotic properties of multi-species Lotka-Volterra models with regime switching involving weak and strong interactions ⋮ Numerical Methods for Controlled Switching Diffusions ⋮ Periodic solutions of hybrid jump diffusion processes ⋮ Recurrence for switching diffusion with past dependent switching and countable state space ⋮ Recurrence and periodicity for stochastic differential equations with regime-switching jump diffusions ⋮ Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values ⋮ Stability of Regime-Switching Diffusion Systems with Discrete States Belonging to a Countable Set ⋮ Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula ⋮ On subgeometric ergodicity of regime-switching diffusion processes

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