Moment bounds and geometric ergodicity of diffusions with random switching and unbounded transition rates
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Cites work
- scientific article; zbMATH DE number 425394 (Why is no real title available?)
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Cited in
(6)- On subgeometric ergodicity of regime-switching diffusion processes
- Simple nonlinear models with rigorous extreme events and heavy tails
- On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems
- Geometric ergodicity for piecewise contracting processes with applications for tropical stochastic lattice models
- Invariant probability measures for path-dependent random diffusions
- Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains
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