Continuous-time Markov chains and applications. A two-time-scale approach

Applications of continuous-time Markov processes on discrete state spaces (60J28) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Continuous-time Markov processes on general state spaces (60J25) Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)

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Two classes of time-inhomogeneous Markov chains: Analysis of the periodic case
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Almost sure and moment exponential stability of regime-switching jump diffusions
Large deviations for Markov-modulated diffusion processes with rapid switching
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A general stochastic maximum principle for mean-field controls with regime switching
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Tamed-Euler method for hybrid stochastic differential equations with Markovian switching
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Constrained stochastic LQ control on infinite time horizon with regime switching
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Stochastic systems arising from Markov modulated empirical measures
The Dynkin game with regime switching and applications to pricing game options
Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system
Dynamics of a stochastic phytoplankton–toxic phytoplankton–zooplankton system under regime switching
Backward stochastic differential equations with Markov chains and related asymptotic properties
Non-Archimedean reaction-ultradiffusion equations and complex hierarchic systems
Explicit solutions for an optimal stock selling problem under a Markov chain model
Two-player zero-sum stochastic differential games with regime switching
Ginzburg-Landau equations with random switching and impulsive perturbations
Coupling and ergodic theorems for Markov chains with damping component
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Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
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Near optimality of stochastic control for singularly perturbed McKean-Vlasov systems
Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes
A Comment on the Book "Continuous-Time Markov Chains" by W.J. Anderson
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Integration by parts and martingale representation for a Markov chain
Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems
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An optimal mean-reversion trading rule under a Markov chain model
Ergodicity for functional stochastic differential equations and applications
Certain properties related to well posedness of switching diffusions
Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises
Hybrid competitive Lotka–Volterra ecosystems: countable switching states and two-time-scale models
Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains
Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application
A class of generalized Ginzburg-Landau equations with random switching
A survey of numerical solutions for stochastic control problems: some recent progress
Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions
On a construction of Markov models in continuous time
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Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching
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Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching
Limit theorems of additive functionals for regime-switching diffusions with infinite delay
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Sequences of random matrices modulated by a discrete-time Markov chain*
Weak convergence and stability of functional diffusion systems with singularly perturbed regime switching
Large deviations for regime-switching diffusions with infinite delay
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Solving a class of zero-sum stopping game with regime switching
Analysis of singularly perturbed stochastic chemical reaction networks motivated by applications to epigenetic cell memory
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Weak convergence of McKean-Vlasov stochastic differential equations with two-time-scale Markov switching

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