Successful couplings for diffusion processes with state-dependent switching

DOI10.1007/s11425-013-4689-7zbMath1291.60163MaRDI QIDQ2441130

Jing Hai Shao, Fu-bao Xi

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

zbMATH Keywords

diffusion process; state-dependent switching; successful coupling

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60J60: Diffusion processes

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

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