On the stability of diffusion processes with state-dependent switching
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Cites work
- scientific article; zbMATH DE number 3826915 (Why is no real title available?)
- scientific article; zbMATH DE number 53531 (Why is no real title available?)
- scientific article; zbMATH DE number 3620754 (Why is no real title available?)
- scientific article; zbMATH DE number 3637055 (Why is no real title available?)
- A classification of the second order degenerate elliptic operators and its probabilistic characterization
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- Coupling methods for multidimensional diffusion processes
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- Invariant probabilities for systems in a random environment - with applications to the Brusselator
- Large deviations for Markov processes corresponding to PDE systems
- Law of large numbers and central limit theorem for unbounded jump mean- field models
- On the dirichlet problem for a class of second order pde systems with small parameter
- Qualitative theory of stochastic dynamical systems - applications to life sciences
- Recurrence and invariant measures for degenerate diffusions
- Stability for a random evolution equation with Gaussian perturbation
- 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 a random diffusion with linear drift
- Stability of a random diffusion with nonlinear drift
- Stability of degenerate diffusions with state-dependent switching
Cited in
(23)- Properties of solutions of stochastic differential equations with continuous-state-dependent switching
- Convergence of switching diffusions
- Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching
- On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators
- Asymptotic properties of jump-diffusion processes with state-dependent switching
- Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity
- Strong solutions and strong Feller properties for regime-switching diffusion processes in an infinite state space
- Successful couplings for diffusion processes with state-dependent switching
- Recurrence for switching diffusion with past dependent switching and countable state space
- Stability of degenerate diffusions with state-dependent switching
- On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems
- scientific article; zbMATH DE number 2185765 (Why is no real title available?)
- Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes
- Stability of regime-switching diffusion systems with discrete states belonging to a countable set
- Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching
- Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process
- Regime-switching diffusion processes: strong solutions and strong Feller property
- Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching
- Stochastic Liénard equations with state-dependent switching
- On Feller and strong Feller properties and exponential ergodicity of regime-switching jump diffusion processes with countable regimes
- Certain properties related to well posedness of switching diffusions
- Feller property and exponential ergodicity of diffusion processes with state-dependent switching
- On the stability of jump-diffusions with Markovian switching
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