Pages that link to "Item:Q3142673"
From MaRDI portal
The following pages link to Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes (Q3142673):
Displaying 50 items.
- Nonzero-sum stochastic differential games with additive structure and average payoffs (Q258738) (← links)
- Discount-sensitive equilibria in zero-sum stochastic differential games (Q261232) (← links)
- Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (Q261826) (← links)
- Stochastic Liénard equations with state-dependent switching (Q277057) (← links)
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- Information-geometric Markov chain Monte Carlo methods using diffusions (Q296467) (← links)
- Variance reduction using nonreversible Langevin samplers (Q300594) (← links)
- The small-mass limit for Langevin dynamics with unbounded coefficients and positive friction (Q300618) (← links)
- Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration (Q309158) (← links)
- Kolmogorov forward equation and explosiveness in countable state Markov processes (Q333068) (← links)
- Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results (Q333089) (← links)
- Algebraic ergodicity for SDEs driven by Lévy processes (Q334012) (← links)
- Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions (Q363842) (← links)
- Fluid limits to analyze long-term flow rates of a stochastic network with ingress discarding (Q363845) (← links)
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
- A stability conjecture on bandwidth sharing networks (Q383186) (← links)
- The transition from ergodic to explosive behavior in a family of stochastic differential equations (Q424484) (← links)
- Total variation approximation for quasi-equilibrium distributions. II (Q454863) (← links)
- Diffusion models and steady-state approximations for exponentially ergodic Markovian queues (Q473169) (← links)
- Perturbation bounds and truncations for a class of Markovian queues (Q475091) (← links)
- Validity of heavy-traffic steady-state approximations in many-server queues with abandonment (Q475123) (← links)
- Ergodicity of one-dimensional regime-switching diffusion processes (Q487511) (← links)
- Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria (Q489142) (← links)
- Sign properties of Metzler matrices with applications (Q501264) (← links)
- Hitting times, functional inequalities, Lyapunov conditions and uniform ergodicity (Q507414) (← links)
- Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- A macroscopic model for a system of swarming agents using curvature control (Q548131) (← links)
- Subgeometric ergodicity of strong Markov processes (Q558691) (← links)
- Importance and sensitivity analysis in dynamic reliability (Q631475) (← links)
- Stochastic control via direct comparison (Q633815) (← links)
- Ergodic properties of a model for turbulent dispersion of inertial particles (Q647381) (← links)
- Slow and fast scales for superprocess limits of age-structured populations (Q655325) (← links)
- Limit theorems for Markov processes indexed by continuous time Galton-Watson trees (Q657699) (← links)
- Stochastic population growth in spatially heterogeneous environments: the density-dependent case (Q681659) (← links)
- Strong convergence rate of principle of averaging for jump-diffusion processes (Q693192) (← links)
- The vanishing discount approach to constrained continuous-time controlled Markov chains (Q709279) (← links)
- Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing (Q713212) (← links)
- Analysis of \(M^{ X}/ G/1\) queues with impatient customers (Q725404) (← links)
- Long-time behavior of an SIR model with perturbed disease transmission coefficient (Q727919) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Ergodicity for time-changed symmetric stable processes (Q740185) (← links)
- Existence of limiting distribution for affine processes (Q777128) (← links)
- Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory (Q781813) (← links)
- On invariant distribution function estimation for continuous-time stationary processes (Q817978) (← links)
- Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes (Q830713) (← links)
- An Eyring-Kramers law for slowly oscillating bistable diffusions (Q831513) (← links)
- Abstraction-guided truncations for stationary distributions of Markov population models (Q832087) (← links)
- Trends to equilibrium in total variation distance (Q838308) (← links)
- Third-order asymptotic expansion of \(M\)-estimators for diffusion processes (Q841023) (← links)
