Pages that link to "Item:Q1934556"

The following pages link to Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity (Q1934556):

Displaying 16 items.

• Lyapunov exponents of PDEs driven by fractional noise with Markovian switching (Q273691) (← links)
• Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values (Q2025264) (← links)
• Large deviations for multi-scale regime-switching jump diffusion systems (Q2099243) (← links)
• Exponential ergodicity for regime-switching diffusion processes in total variation norm (Q2169043) (← links)
• Periodic solutions of hybrid jump diffusion processes (Q2238054) (← links)
• Jump-diffusion processes in random environments (Q2249246) (← links)
• Stability of regime-switching jump diffusion processes (Q2287317) (← links)
• Feynman-Kac theorem in random environments and partial integro-differential equations (Q2408780) (← links)
• Successful couplings for diffusion processes with state-dependent switching (Q2441130) (← links)
• Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment (Q2663814) (← links)
• Feynman–Kac formulas for regime-switching jump diffusions and their applications (Q2804019) (← links)
• Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space (Q2942286) (← links)
• Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations (Q2968555) (← links)
• Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations II: State-Dependent Case (Q4630688) (← links)
• Regime-switching diffusion processes: strong solutions and strong Feller property (Q5206081) (← links)
• On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes (Q5266531) (← links)