Strong ergodicity of the regime-switching diffusion processes

DOI10.1016/J.SPA.2013.06.002zbMATH Open1321.60156OpenAlexW2035392974MaRDI QIDQ2350344FDOQ2350344

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

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zbMATH Keywords

Lyapunov functionsstrong ergodicityregime-switching diffusionssuccessful couplings

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cited In (29)

• 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
• Large deviations for empirical measures of switching diffusion processes with small parameters
• Ergodicity of one-dimensional regime-switching diffusion processes
• 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
• The numerical invariant measure of stochastic differential equations with Markovian switching
• Permanence and extinction of regime-switching predator-prey models
• On strong Feller, recurrence, and weak stabilization of regime-switching diffusions

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