Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory
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Publication:2048174
DOI10.1007/s11464-020-0863-8zbMath1472.60138OpenAlexW3112461723MaRDI QIDQ2048174
Publication date: 5 August 2021
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-020-0863-8
convergenceboundednessinvariant measureWasserstein distanceFeller propertyinfinite memoryregime-switching diffusion process
Diffusion processes (60J60) Stochastic functional-differential equations (34K50) Processes in random environments (60K37) Hybrid systems of functional-differential equations (34K34)
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