Coupling for Markovian switching jump-diffusions
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Publication:2437135
DOI10.1007/S11766-013-3075-0zbMATH Open1299.60090OpenAlexW2148637672MaRDI QIDQ2437135FDOQ2437135
Authors: Fubao Xi 
Publication date: 28 February 2014
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-013-3075-0
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Cites Work
- Stochastic inequalities on partially ordered spaces
- Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations
- Ergodic Control of Switching Diffusions
- Stability of a random diffusion with nonlinear drift
- Stability of degenerate diffusions with state-dependent switching
- Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
- Stability of regime-switching jump diffusions
- Asymptotic Properties of Hybrid Diffusion Systems
- Linear diffusion with stationary switching regime
- Coupling of multidimensional diffusions by reflection
- Coupling methods for multidimensional diffusion processes
- Asymptotic properties of jump-diffusion processes with state-dependent switching
- On the stability of jump-diffusions with Markovian switching
- Title not available (Why is that?)
- Coupling for Ornstein-Uhlenbeck processes with jumps
- On order-preservation and positive correlations for multidimensional diffusion processes
- Sufficient and necessary conditions for stochastic comparability of jump processes
- Stochastic comparability and dual \(Q\)-functions
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (8)
- On coupling of jump processes
- Construction of sampling trajectories of coupled diffusion processes and its simulation algorithm
- Coupling and tracking of regime-switching martingales
- Title not available (Why is that?)
- Coupling and exponential convergence rate for Markovian switching jump diffusions
- Successful couplings for diffusion processes with state-dependent switching
- Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes
- Stochastic domination and Markovian couplings
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