Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process

DOI10.1239/jap/1238592126zbMath1159.60341OpenAlexW2064215925MaRDI QIDQ3621157

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Publication date: 14 April 2009

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1238592126

zbMATH Keywords

Markovian switchingstrong ergodicityexponential ergodicitymean-field modelFeller continuitystrong Feller continuitycontinuous-state-dependent switching

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (11)

Exponential ergodicity for regime-switching diffusion processes in total variation norm ⋮ Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity ⋮ Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games ⋮ Convergence in Monge-Wasserstein distance of mean field systems with locally Lipschitz coefficients ⋮ Successful couplings for diffusion processes with state-dependent switching ⋮ A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems ⋮ Tamed-Euler method for hybrid stochastic differential equations with Markovian switching ⋮ A general stochastic maximum principle for mean-field controls with regime switching ⋮ On mean field systems with multi-classes ⋮ On laws of large numbers for systems with mean-field interactions and Markovian switching ⋮ Quickest detection of an accumulated state-dependent change point

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