Successful couplings for diffusion processes with state-dependent switching
From MaRDI portal
Publication:2441130
DOI10.1007/s11425-013-4689-7zbMath1291.60163MaRDI QIDQ2441130
Publication date: 21 March 2014
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-013-4689-7
Related Items
Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions, Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances, Asymptotic behavior of SIRS models in state-dependent random environments, Harnack inequality and long time asymptotics of unbounded additive functionals of regime-switching diffusion processes, Ergodicity of regime-switching diffusions in Wasserstein distances, Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Coupling for Ornstein-Uhlenbeck processes with jumps
- Convergence rates in strong ergodicity for Markov processes
- On the stability of diffusion processes with state-dependent switching
- Hybrid switching diffusions. Properties and applications
- Coupling of multidimensional diffusions by reflection
- Coupling methods for multidimensional diffusion processes
- Stability of stochastic differential equations with Markovian switching
- Stability of a random diffusion with nonlinear drift
- Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity
- Stability of degenerate diffusions with state-dependent switching
- Stability of regime-switching diffusions
- Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
- Asymptotic Properties of Hybrid Diffusion Systems
- Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process
- Ergodic Control of Switching Diffusions
- Linear diffusion with stationary switching regime
- Strong ergodicity for Markov processes by coupling methods