Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments

DOI10.1214/AOP/1176989410zbMATH Open0773.60076OpenAlexW1970613731MaRDI QIDQ2365752FDOQ2365752

Authors: Mark A. Pinsky, Ross G. Pinsky 

Publication date: 29 June 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989410

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zbMATH Keywords

central limit theoremCauchy problemrecurrencetransienceergodic Markov chainstabilization and homogenization

Mathematics Subject Classification ID

Diffusion processes (60J60) Random operators and equations (aspects of stochastic analysis) (60H25)

Cited In (33)

• Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching
• Ergodicity of CIR type SDEs driven by stable processes with random switching
• Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients
• Stability of regime-switching processes under perturbation of transition rate matrices
• Harnack inequality and long time asymptotics of unbounded additive functionals of regime-switching diffusion processes
• Positive recurrence of a solution of an SDE with variable switching intensities
• Approximation of invariant measures for regime-switching diffusions
• Ergodicity and first passage probability of regime-switching geometric Brownian motions
• Necessary and sufficient conditions for ergodicity of CIR type SDEs with Markov switching
• Permanence and extinction of stochastic regime-switching mutualism model
• Strong solutions and strong Feller properties for regime-switching diffusion processes in an infinite state space
• Recurrence and ergodicity for A class of regime-switching jump diffusions
• Stability of Fractional SDEs with Markov Switching Perturbed by Transition Rate Matrices
• Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons
• Stabilization of regime-switching processes by feedback control based on discrete time observations
• Ergodicity and transience of SDEs driven by \(\alpha\)-stable processes with Markovian switching
• Limit theorems for random degenerate diffusions
• Invariant probability measures for path-dependent random diffusions
• Some remarks and examples concerning the transience and recurrence of random diffusions
• Limit theorems of additive functionals for regime-switching diffusions with infinite delay
• Stability of degenerate diffusions with state-dependent switching
• Dynamic behavior of a stochastic predator-prey system under regime switching
• Ergodicity of regime-switching functional diffusions with infinite delay and application to a numerical algorithm for stochastic optimization
• Stability in distribution of path-dependent hybrid diffusion
• Ergodicity of one-dimensional regime-switching diffusion processes
• Recurrence and periodicity for stochastic differential equations with regime-switching jump diffusions
• Stabilization of regime-switching processes by feedback control based on discrete time observations. II: State-dependent case
• Delay feedback control for switching diffusion systems based on discrete-time observations
• Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching
• Ergodicity of regime-switching diffusions in Wasserstein distances
• Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching
• Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions
• Permanence and extinction of regime-switching predator-prey models

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