Stability of degenerate diffusions with state-dependent switching
From MaRDI portal
Publication:1963975
DOI10.1006/jmaa.1999.6610zbMath0939.93038OpenAlexW1993972548MaRDI QIDQ1963975
Arnab Bisi, Gopal Krishna Basak
Publication date: 5 July 2000
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmaa.1999.6610
Variable structure systems (93B12) Stochastic stability in control theory (93E15) Diffusion processes (60J60)
Related Items
Stochastic Liénard equations with state-dependent switching, Asymptotic behavior of distributions of mRNA and protein levels in a model of stochastic gene expression, Stability in distribution and stabilization of switching jump diffusions, How the number of alleles influences gene expression, Asymptotic properties of jump-diffusion processes with state-dependent switching, On the stability of diffusion processes with state-dependent switching, Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity, Stability of nonlinear regime-switching jump diffusion, Transcriptional stochasticity in gene expression, Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching, Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations, Coupling for Markovian switching jump-diffusions, Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions, Successful couplings for diffusion processes with state-dependent switching, Feller property and exponential ergodicity of diffusion processes with state-dependent switching, Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations II: State-Dependent Case, Exponential contraction of switching jump diffusions with a hidden Markov chain, Randomly perturbed switching dynamics of a DC/DC converter, Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching, A class of stochastic functional differential equations with Markovian switching, Stability of regime-switching processes under perturbation of transition rate matrices, Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains, Stability of Fractional SDEs with Markov Switching Perturbed by Transition Rate Matrices, Coupling and Exponential Convergence Rate for Markovian Switching Jump Diffusions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A class of limit theorems for singular diffusions
- Stability in distribution for a class of singular diffusions
- Stability of a random diffusion with linear drift
- Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments
- Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
- On the boundedness, recurrence and stability of solutions of on ito equation perturbed by a Markov chain
- Distances of Probability Measures and Random Variables