Limit theorems of additive functionals for regime-switching diffusions with infinite delay
The main object of the paper are the regime-switching diffusion processes with infinite delay described by a stochastic functional differential equations with infinite delay and Markovian switching. Thus, the work focuses on regime-switching diffusions. In contrast to the existing work, this paper pays main attention to the regime-switching functional stochastic differential equations.The main efforts are devoted to obtaining central limit theorems (CLTs) and a law of iterated logarithm (LILs). This paper also investigates laws of iterated logarithms for additive functionals of regime-switching diffusions with infinite delay.
- Limit theorems for additive functionals of stochastic functional differential equations with infinite delay
- Large deviations for regime-switching diffusions with infinite delay
- Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory
- Ergodicity of regime-switching functional diffusions with infinite delay and application to a numerical algorithm for stochastic optimization
- Numerical solutions of regime-switching functional diffusions with infinite delay
- A useful version of the central limit theorem for a general class of Markov chains
- An invariance principle for the law of the iterated logarithm
- An invariance principle for the law of the iterated logarithm for some Markov chains
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric
- Central limit theorem for Markov processes with spectral gap in the Wasserstein metric
- Central limit theorems for additive functionals of ergodic Markov diffusions processes
- Continuous-time Markov chains and applications. A two-time-scale approach
- Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory
- Ergodicity of regime-switching functional diffusions with infinite delay and application to a numerical algorithm for stochastic optimization
- Functional law of iterated logarithm for additive functionals of reversible Markov processes
- scientific article; zbMATH DE number 1301630 (Why is no real title available?)
- Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
- Invariant probability measures for path-dependent random diffusions
- Law of large numbers and central limit theorem for randomly forced PDE's
- Limit theorems for additive functionals of path-dependent SDEs
- Limit theorems for additive functionals of stochastic functional differential equations with infinite delay
- Long time behavior of diffusions with Markov switching
- Mathematics of two-dimensional turbulence.
- Modeling and analysis of switching diffusion systems: past-dependent switching with a countable state space
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- Some remarks and examples concerning the transience and recurrence of random diffusions
- Stability and functional limit theorems for random degenerate diffusions
- Stochastic Differential Equations with Markovian Switching
- Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity
- The law of the iterated logarithm for passive tracer in a two-dimensional flow
- The Strassen invariance principle for certain non-stationary Markov-Feller chains
- Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments
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