Exponential contraction of switching jump diffusions with a hidden Markov chain

DOI10.1016/J.SPL.2021.109191MaRDI QIDQ2244604zbMATH OpenOpenAlexWikidataFDO

Authors Ky Tran

Publication date 12 November 2021

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2021.109191

zbMATH Keywords

almost sure exponential contractionexponential contraction in mean squarefeedback controlhidden Markov chainswitching jump diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Jump processes on discrete state spaces (60J74)

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Cites work

• A Lyapunov approach to incremental stability properties
• Almost sure and pth-moment stability and stabilization of regime-switching jump diffusion systems
• Almost sure and moment exponential stability of regime-switching jump diffusions
• Competitive Lotka-Volterra population dynamics with jumps
• Exponentially stable stationary solutions for stochastic evolution equations and their perturba\-tion
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• Modeling and analysis of switching diffusion systems: past-dependent switching with a countable state space
• On contraction of functional differential equations
• On Feller and strong Feller properties and exponential ergodicity of regime-switching jump diffusion processes with countable regimes
• Optimal exploitation for hybrid systems of renewable resources under partial observation
• Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
• Stability in distribution for a class of singular diffusions
• Stability of degenerate diffusions with state-dependent switching
• Stability of regime-switching diffusion systems with discrete states belonging to a countable set
• Stability of regime-switching jump diffusion processes
• Stability of regime-switching jump diffusions
• Stability of stochastic differential equations with Markovian switching
• Stochastic competitive Lotka-Volterra ecosystems under partial observation: feedback controls for permanence and extinction

Cited in

(9)

• On contraction in mean square of stochastic difference systems with delays
• On exponential stability of non-autonomous stochastic differential equations with Markovian switching
• Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise
• Stability in distribution and stabilization of switching jump diffusions
• On contraction of functional differential equations with Markovian switching
• On exponential contraction and expansion of Markovian switching diffusions
• Exponential contraction in impulsive stochastic differential equations: analysis of exact and numerical solutions
• Exponential stability in mean square of theta approximations for neutral stochastic delay differential equations with Poisson jumps
• Global exponential contraction of functional differential equations

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