Moment bounds and geometric ergodicity of diffusions with random switching and unbounded transition rates
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Publication:2374085
DOI10.1186/S40687-016-0089-2zbMATH Open1386.60277OpenAlexW2550249781WikidataQ59477231 ScholiaQ59477231MaRDI QIDQ2374085FDOQ2374085
Authors: Andrew J. Majda, Xin Thomson Tong 
Publication date: 14 December 2016
Published in: Research in the Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s40687-016-0089-2
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Cited In (6)
- Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains
- Simple nonlinear models with rigorous extreme events and heavy tails
- Invariant probability measures for path-dependent random diffusions
- Geometric ergodicity for piecewise contracting processes with applications for tropical stochastic lattice models
- On subgeometric ergodicity of regime-switching diffusion processes
- On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems
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