Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process
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Cites work
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- Asymptotic Properties of Hybrid Diffusion Systems
- Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
- Central limit theorem for a system of Markovian particles with mean field interactions
- Convergence rates in strong ergodicity for Markov processes
- Coupling methods for multidimensional diffusion processes
- Exponential and uniform ergodicity of Markov processes
- Feller property and exponential ergodicity of diffusion processes with state-dependent switching
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- Law of large numbers and central limit theorem for unbounded jump mean- field models
- Markov chains and stochastic stability
- On the exponential stability of switching diffusion processes
- On the stability of diffusion processes with state-dependent switching
- Recurrence and invariant measures for degenerate diffusions
- Stability for a random evolution equation with Gaussian perturbation
- Stability of a random diffusion with linear drift
- Stability of a random diffusion with nonlinear drift
- Stability of Markovian processes I: criteria for discrete-time Chains
- Stability of Markovian processes II: continuous-time processes and sampled chains
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- Stability of regime-switching diffusions
- Stability of stochastic differential equations with Markovian switching
- Strong ergodicity for Markov processes by coupling methods
- Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions
Cited in
(16)- Tamed-Euler method for hybrid stochastic differential equations with Markovian switching
- Dynamic mean field models: H-theorem for stochastic processes and basins of attraction of stationary processes
- Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity
- Exponential ergodicity for regime-switching diffusion processes in total variation norm
- Convergence in Monge-Wasserstein distance of mean field systems with locally Lipschitz coefficients
- A general stochastic maximum principle for mean-field controls with regime switching
- On mean field systems with multi-classes
- On laws of large numbers for systems with mean-field interactions and Markovian switching
- Successful couplings for diffusion processes with state-dependent switching
- Properties for a class of multi-type mean-field models
- Quickest detection of an accumulated state-dependent change point
- A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems
- Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games
- Mean-field models involving continuous-state-dependent random switching: nonnegativity constraints, moment bounds, and two-time-scale limits
- Closed-loop equilibria for mean-field games in randomly switching environments with general discounting costs
- Convergence rate for two-time scale mean-field systems with Markovian switching
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