Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory
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Cites work
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Cited in
(13)- Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory
- Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains
- Moment bounds and geometric ergodicity of diffusions with random switching and unbounded transition rates
- Long time behaviour and stationary regime of memory gradient diffusions
- Ergodicity of regime-switching diffusions in Wasserstein distances
- Strong solutions and strong Feller properties for regime-switching diffusion processes in an infinite state space
- Ergodicity of regime-switching functional diffusions with infinite delay and application to a numerical algorithm for stochastic optimization
- Ergodicity for neutral type SDEs with infinite length of memory
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- The Euler-Maruyama approximation of state-dependent regime switching diffusions
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- Exponential ergodicity under Wasserstein distance for regime-switching stochastic functional differential equations with infinite delay
- Synchronized stationary distribution criteria for stochastic delayed coupled systems with Markovian switching
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