Stability of regime-switching diffusions
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Publication:2372463
DOI10.1016/J.SPA.2006.12.001zbMATH Open1119.60065OpenAlexW2039776803MaRDI QIDQ2372463FDOQ2372463
Authors: Chao Zhu, R. Z. Khas'minskiĭ, G. Yin 
Publication date: 27 July 2007
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2006.12.001
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Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27) Stochastic stability in control theory (93E15)
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Cited In (only showing first 100 items - show all)
- Stochastic input-to-state stability of switched stochastic nonlinear systems
- Stability analysis for stochastic hybrid systems: a survey
- Stability of regime-switching processes under perturbation of transition rate matrices
- Almost sure asymptotic stability for regime-switching diffusions
- Robust stability and stabilization of linear stochastic systems with Markovian switching and uncertain transition rates
- Stability in distribution and stabilization of switching jump diffusions
- Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching
- First passage time moments of jump-diffusions with Markovian switching
- Mixture dynamics and regime switching diffusions with application to option pricing
- Asymptotic stabilizability of a class of stochastic nonlinear hybrid systems
- Invariant density, Lyapunov exponent, and almost sure stability of Markovian-regime-switching linear systems
- Modeling and analysis of switching diffusion systems: past-dependent switching with a countable state space
- Dynamics of a stochastic rabies epidemic model with Markovian switching
- Dynamical analysis of a class of prey-predator model with Beddington-DeAngelis functional response, stochastic perturbation, and impulsive toxicant input
- Exponential stability of random perturbation nonlinear delay systems with intermittent stochastic noise
- Stationary distribution of stochastic population systems under regime switching
- Random periodic solutions for a class of hybrid stochastic differential equations
- Stabilizability of a class of stochastic bilinear hybrid systems
- On competitive Lotka-Volterra model in random environments
- Persistence and ergodicity of plant disease model with Markov conversion and impulsive toxicant input
- Markovian switching for near-optimal control of a stochastic SIV epidemic model
- Variational formula for the stability of regime-switching diffusion processes
- Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons
- Stability of nonlinear regime-switching jump diffusion
- Stability analysis of stochastic differential equations with Markovian switching
- Stochastic Liénard equations with state-dependent switching
- Stabilization and destabilization of nonlinear systems via intermittent stochastic noise with application to memristor-based system
- Stability of regime-switching jump diffusions
- Probabilistic interpretation of the Cauchy problem for systems of nonlinear parabolic equations
- Almost sure and moment exponential stability of regime-switching jump diffusions
- Stability of regime-switching stochastic differential equations
- Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity
- Stability of degenerate diffusions with state-dependent switching
- Stabilization of hybrid stochastic systems with time-varying delay by discrete-time state feedback control
- The stationary distribution and ergodicity of a stochastic phytoplankton allelopathy model under regime switching
- Stability and recurrence of regime-switching diffusion processes
- Stability of a stochastic logistic model under regime switching
- A stochastic switched SIRS epidemic model with nonlinear incidence and vaccination: stationary distribution and extinction
- Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching
- Dynamics of hybrid switching diffusions SIRS model
- Persistence in mean and extinction on stochastic competitive Gilpin-Ayala systems with regime switching
- Stability of regime-switching jump diffusion processes
- Asymptotic properties of parabolic systems for null-recurrent switching diffusions
- Stability and ergodicity of a stochastic Gilpin-Ayala model under regime switching on patches
- Conditions for persistence and ergodicity of a stochastic Lotka-Volterra predator-prey model with regime switching
- Asymptotic properties of switching diffusion epidemic model with varying population size
- Asymptotic properties of jump-diffusion processes with state-dependent switching
- Dynamics of a switching diffusion modified Leslie-Gower predator-prey system with Beddington-DeAngelis functional response
- Exponential stability with respect to part of the variables for a class of nonlinear stochastic systems with Markovian switchings
- Optimal control of Markov-modulated multiclass many-server queues
- Stability of singularly perturbed nonlinear stochastic hybrid systems
- Exponential Convergence of Degenerate Hybrid Stochastic Systems with Full Dependence
- Ergodic property of the chemostat: a stochastic model under regime switching and with general response function
- Stability and asymptotic behavior of a regime-switching SIRS model with Beddington-DeAngelis incidence rate
- Properties of solutions of stochastic differential equations with continuous-state-dependent switching
- Asymptotic stability of switching diffusions having sub-exponential rates of decay
- Evolving systems of stochastic differential equations
- Asymptotic behavior analysis for a three-species food chain stochastic model with regime switching
- Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula
- Asymptotic Properties of Hybrid Diffusion Systems
- Stability of Markov jump systems with quadratic terms and its application to RLC circuits
- Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space
- Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances
- Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions
- Stability of random-switching systems of differential equations
- Stability of regime-switching diffusion systems with discrete states belonging to a countable set
- Persistence and stationary distribution of a stochastic predator-prey model under regime switching
- On the notion of weak stability and related issues of hybrid diffusion systems
- Recurrence for switching diffusion with past dependent switching and countable state space
- Regularity and recurrence of switching diffusions
- Linear diffusion with stationary switching regime
- Dynamics of a stochastic SIRS epidemic model with regime switching and specific functional response
- Dynamics of a mean-reverting stochastic volatility equation with regime switching
- Analysis of a stochastic Holling type II predator-prey model under regime switching
- A stochastic differential equation SIS model on network under Markovian switching
- Stability of Discrete-Time Regime-Switching Dynamic Systems with Delays
- Analysis and verification of uniform moment exponential stability for stochastic hybrid systems with Poisson jump
- Stability of coupled jump diffusions and applications
- Vector-host epidemic model with direct transmission in random environment
- Asymptotic properties of a stochastic Gilpin-Ayala model under regime switching
- Stability of a dynamical system with semi-Markov switchings under conditions of diffusion approximation
- Extinction and permanence in a stochastic SIRS model in regime-switching with general incidence rate
- Analysis of a stochastic hybrid population model with Allee effect
- Stability of a budworm growth model with random perturbations
- Dynamic behavior of stochastic prostate cancer system with comprehensive therapy under regime switching
- Exponential ergodicity of a regime-switching SIS epidemic model with jumps
- Stochastic Nicholson's blowflies delay differential equation with regime switching
- Markov regime switching in mean and in fractional integration parameter
- Long-time behavior of a regime-switching SIRS epidemic model with degenerate diffusion
- The impact of poaching and regime switching on the dynamics of single-species model
- Permanence and extinction of a stochastic hybrid population model with Allee effect
- Periodic solution and stationary distribution of stochastic predator-prey models with higher-order perturbation
- Exponential stability of impulsive stochastic differential equations with Markovian switching
- A stochastic threshold to predict extinction and persistence of an epidemic SIRS system with a general incidence rate
- Ergodic property of a Lotka-Volterra predator-prey model with white noise higher order perturbation under regime switching
- Stationary distribution of a stochastic Kawasaki disease model with Markov switching
- Almost sure exponential stabilization of a class of uncertain stochastic systems with Markovian switching
- A stochastic SIRS epidemic model with non-monotone incidence rate under regime-switching
- Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes
- Analysis of a stochastic nonautonomous hybrid population model with impulsive perturbations
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