Averaging principle for two time-scale regime-switching processes (Q6126951)

scientific article; zbMATH DE number 7829926

Language	Label	Description	Also known as
English	Averaging principle for two time-scale regime-switching processes	scientific article; zbMATH DE number 7829926

Statements

instance of

scholarly article

0 references

title

Averaging principle for two time-scale regime-switching processes (English)

0 references

0 references

0 references

Electronic Journal of Probability

0 references

publication date

10 April 2024

0 references

full work available at URL

https://arxiv.org/abs/2212.05218

0 references

zbMATH Keywords

averaging principle

0 references

ergodicity

0 references

Markov modulated diffusions

0 references

regime-switching

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Ergodicity and strong limit results for two-time-scale functional stochastic differential equations

0 references

Q5560061

0 references

Large deviations for small noise diffusions in a fast Markovian environment

0 references

ExponentialL 2-convergence andL 2-spectral gap for Markov processes

0 references

Q4650356

0 references

Eigenvalues, Inequalities, and Ergodic Theory

0 references

Large deviations for Markov processes corresponding to PDE systems

0 references

Averaging and large deviation principles for fully-coupled piecewise deterministic Markov processes and applications to molecular motors

0 references

Short-Maturity Asymptotics for a Fast Mean-Reverting Heston Stochastic Volatility Model

0 references

Small-time asymptotics for fast mean-reverting stochastic volatility models

0 references

Q3409967

0 references

Large deviation principle for the diffusion-transmutation processes and Dirichlet problem for PDE systems with small parameter

0 references

Q4225410

0 references

Ergodic Control of Switching Diffusions

0 references

Averaging dynamics driven by fractional Brownian motion

0 references

Large Deviations for Two-Time-Scale Systems Driven by Nonhomogeneous Markov Chains and Associated Optimal Control Problems

0 references

Large deviations for Markov-modulated diffusion processes with rapid switching

0 references

Q3992729

0 references

Separation of time-scales and model reduction for stochastic reaction networks

0 references

Central limit theorems and diffusion approximations for multiscale Markov chain models

0 references

Perturbation theory for linear operators.

0 references

Q5639096

0 references

On Averaging Principles: An Asymptotic Expansion Approach

0 references

Limit behavior of two-time-scale diffusions revisited

0 references

Large deviations and adiabatic transitions for dynamical systems and Markov processes in fully coupled averaging

0 references

Large deviations for two scaled diffusions

0 references

Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients

0 references

Strong ergodicity for Markov processes by coupling methods

0 references

Markov chains and stochastic stability

0 references

Perturbation Theory for Semi-Groups of Linear Operators

0 references

Large deviations of Markov chains with multiple time-scales

0 references

On large deviations of coupled diffusions with time scale separation

0 references

Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space

0 references

Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching

0 references

Stability of regime-switching processes under perturbation of transition rate matrices

0 references

Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values

0 references

On large deviations in the averaging principle for SDEs with a ``full dependence''

0 references

On large deviations in the averaging principle for SDE's with a ``full dependence'', revisited

0 references

Q4375487

0 references

Hybrid switching diffusions. Properties and applications

0 references

Identifiers

0 references

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6126951