Coupling for Markovian switching jump-diffusions
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Publication:2437135
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Cites work
- scientific article; zbMATH DE number 1536357 (Why is no real title available?)
- scientific article; zbMATH DE number 1536379 (Why is no real title available?)
- scientific article; zbMATH DE number 837692 (Why is no real title available?)
- Asymptotic Properties of Hybrid Diffusion Systems
- Asymptotic properties of jump-diffusion processes with state-dependent switching
- Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
- Coupling for Ornstein-Uhlenbeck processes with jumps
- Coupling methods for multidimensional diffusion processes
- Coupling of multidimensional diffusions by reflection
- Ergodic Control of Switching Diffusions
- Linear diffusion with stationary switching regime
- Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations
- On order-preservation and positive correlations for multidimensional diffusion processes
- On the stability of jump-diffusions with Markovian switching
- Stability of a random diffusion with nonlinear drift
- Stability of degenerate diffusions with state-dependent switching
- Stability of regime-switching jump diffusions
- Stochastic comparability and dual \(Q\)-functions
- Stochastic inequalities on partially ordered spaces
- Sufficient and necessary conditions for stochastic comparability of jump processes
Cited in
(8)- Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes
- Stochastic domination and Markovian couplings
- On coupling of jump processes
- Construction of sampling trajectories of coupled diffusion processes and its simulation algorithm
- Coupling and tracking of regime-switching martingales
- scientific article; zbMATH DE number 721733 (Why is no real title available?)
- Coupling and exponential convergence rate for Markovian switching jump diffusions
- Successful couplings for diffusion processes with state-dependent switching
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