Pages that link to "Item:Q2942286"
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The following pages link to Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space (Q2942286):
Displaying 33 items.
- Ergodicity and first passage probability of regime-switching geometric Brownian motions (Q1624097) (← links)
- Variational formula for the stability of regime-switching diffusion processes (Q1635849) (← links)
- On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching (Q2020142) (← links)
- Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values (Q2025264) (← links)
- Asymptotic behavior of SIRS models in state-dependent random environments (Q2061173) (← links)
- On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes (Q2061205) (← links)
- Large deviations for multi-scale regime-switching jump diffusion systems (Q2099243) (← links)
- Harnack inequality and long time asymptotics of unbounded additive functionals of regime-switching diffusion processes (Q2118844) (← links)
- Optimal feedback control of stock prices under credit risk dynamics (Q2151675) (← links)
- Existence, uniqueness and exponential ergodicity under Lyapunov conditions for McKean-Vlasov SDEs with Markovian switching (Q2172465) (← links)
- Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching (Q2197841) (← links)
- Periodic solutions of hybrid jump diffusion processes (Q2238054) (← links)
- Stability of regime-switching processes under perturbation of transition rate matrices (Q2283238) (← links)
- Lyapunov criteria for the Feller-Dynkin property of martingale problems (Q2309582) (← links)
- On invariant probability measures of regime-switching diffusion processes with singular drifts (Q2320036) (← links)
- Wellposedness of viscosity solutions to weakly coupled HJB equations under Hölder \textit{continuous conditions} (Q2688956) (← links)
- Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching (Q2689713) (← links)
- Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State Space (Q2821806) (← 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)
- Simple nonlinear models with rigorous extreme events and heavy tails (Q4632031) (← links)
- On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes (Q5067217) (← links)
- Constrained optimality for controlled switching diffusions with an application to stock purchasing (Q5120736) (← links)
- Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations (Q5130899) (← 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)
- Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions (Q5374436) (← links)
- Stability of Fractional SDEs with Markov Switching Perturbed by Transition Rate Matrices (Q5869811) (← links)
- Harnack type inequalities for SDEs driven by fractional Brownian motion with Markovian switching (Q6101864) (← links)
- Averaging principle for two time-scale regime-switching processes (Q6126951) (← links)
- Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching (Q6156998) (← links)
- Conditional McKean-Vlasov SDEs with jumps and Markovian regime-switching: wellposedness, propagation of chaos, averaging principle (Q6198302) (← links)
- Feller property of regime-switching jump diffusion processes with hybrid jumps (Q6571709) (← links)
