Approximation for stochastic functional differential equation with past-dependent switching
From MaRDI portal
Cites work
- An explicit approximation for super-linear stochastic functional differential equations
- Approximation methods for hybrid diffusion systems with state-dependent switching processes: numerical algorithms and existence and uniqueness of solutions
- Approximation of invariant measures for regime-switching diffusions
- Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations
- Averaging principle for two time-scale regime-switching processes
- Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values
- Continuous-time Markov chains and applications. A two-time-scale approach
- Delay differential equations driven by Lévy processes: stationarity and Feller properties
- Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching
- Ergodicity of regime-switching functional diffusions with infinite delay and application to a numerical algorithm for stochastic optimization
- Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability
- Exponential ergodicity for Markov processes with random switching
- Fast-slow-coupled stochastic functional differential equations
- scientific article; zbMATH DE number 3878095 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 195091 (Why is no real title available?)
- scientific article; zbMATH DE number 897461 (Why is no real title available?)
- Hybrid switching diffusions. Properties and applications
- Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions
- Invariant measures for stochastic functional differential equations
- Invariant probability measures for path-dependent random diffusions
- Limit theorems of additive functionals for regime-switching diffusions with infinite delay
- Modeling and analysis of switching diffusion systems: past-dependent switching with a countable state space
- Numerical Solutions of Neutral Stochastic Functional Differential Equations
- Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching
- On Feller and strong Feller properties and exponential ergodicity of regime-switching jump diffusion processes with countable regimes
- Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space
- Recurrence for switching diffusion with past dependent switching and countable state space
- Some remarks and examples concerning the transience and recurrence of random diffusions
- Stability in distribution of path-dependent hybrid diffusion
- Stability of regime-switching diffusion systems with discrete states belonging to a countable set
- Stability of stochastic functional differential equations with past-dependent random switching involving countably infinite states
- Stochastic Differential Equations with Markovian Switching
- Strong convergence of implicit numerical methods for nonlinear stochastic functional differential equations
- Strong convergence of the tamed Euler method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments
- Strong solutions and strong Feller properties for regime-switching diffusion processes in an infinite state space
- The moment exponential stability criterion of nonlinear hybrid stochastic differential equations and its discrete approximations
- The numerical invariant measure of stochastic differential equations with Markovian switching
- The truncated Euler-Maruyama method for stochastic differential equations
- Theory of stochastic processes. With applications to financial mathematics and risk theory
- Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments
This page was built for publication: Approximation for stochastic functional differential equation with past-dependent switching
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7353610)
