Strong ergodicity of the regime-switching diffusion processes

DOI10.1016/J.SPA.2013.06.002MaRDI QIDQ2350344zbMATH OpenOpenAlexFDO

Authors Jinghai Shao, Fubao Xi

Publication date 19 June 2015

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2013.06.002

zbMATH Keywords

Lyapunov functionsstrong ergodicityregime-switching diffusionssuccessful couplings

Mathematics Subject Classification ID

Diffusion processes (60J60)

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Cited in

(29)

• On strong Feller, recurrence, and weak stabilization of regime-switching diffusions
• The numerical invariant measure of stochastic differential equations with Markovian switching
• Permanence and extinction of regime-switching predator-prey models
• Large deviations for multi-scale regime-switching jump diffusion systems
• Modeling and analysis of switching diffusion systems: past-dependent switching with a countable state space
• Approximation of invariant measures for regime-switching diffusions
• Ergodicity and first passage probability of regime-switching geometric Brownian motions
• Random periodic solutions for a class of hybrid stochastic differential equations
• Strong solutions and strong Feller properties for regime-switching diffusion processes in an infinite state space
• Regime-switching diffusion processes: strong solutions and strong Feller property
• Recurrence and ergodicity for A class of regime-switching jump diffusions
• Variational formula for the stability of regime-switching diffusion processes
• Stabilization of regime-switching processes by feedback control based on discrete time observations
• Invariant probability measures for path-dependent random diffusions
• The stochastic \(\theta\) method for stationary distribution of stochastic differential equations with Markovian switching
• \(V\)-uniform ergodicity for fluid queues
• Ergodicity of regime-switching functional diffusions with infinite delay and application to a numerical algorithm for stochastic optimization
• Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
• Exponential ergodicity for regime-switching diffusion processes in total variation norm
• Ergodicity of one-dimensional regime-switching diffusion processes
• Large deviations for empirical measures of switching diffusion processes with small parameters
• On subgeometric ergodicity of regime-switching diffusion processes
• Ergodicity of regime-switching diffusions in Wasserstein distances
• Criteria for transience and recurrence of regime-switching diffusion processes
• Strong invariance for switching diffusions
• On the geometric ergodicity of the mixture autoregressive model
• Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space
• Recurrence for switching diffusion with past dependent switching and countable state space
• Regularity and recurrence of switching diffusions

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