Ergodicity of one-dimensional regime-switching diffusion processes

DOI10.1007/S11425-014-4853-8MaRDI QIDQ487511zbMATH OpenOpenAlexFDO

Authors Jinghai Shao

Publication date 22 January 2015

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-014-4853-8

zbMATH Keywords

ergodicitypositive recurrenceregime-switching diffusionrenewal theorem

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

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Cited in

(12)

• Ergodicity and first passage probability of regime-switching geometric Brownian motions
• Variational formula for the stability of regime-switching diffusion processes
• Ergodic theorems for transient one-dimensional diffusions
• The dynamics of stochastic mono-molecular reaction systems in stochastic environments
• Exponential ergodicity for regime-switching diffusion processes in total variation norm
• Exact long time behavior of some regime switching stochastic processes
• Stability of regime-switching processes under perturbation of transition rate matrices
• Recurrence and ergodicity for A class of regime-switching jump diffusions
• Strong ergodicity of the regime-switching diffusion processes
• Ergodicity of one-dimensional Brusselator models
• Permanence and extinction of regime-switching predator-prey models
• Dynamics of fear effect on a stochastic tritrophic level food chain model with Markov switching

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