Asymptotic stability of semi-Markov modulated jump diffusions

DOI10.1155/2012/185474MaRDI QIDQ448324zbMATH OpenOpenAlexWikidataFDO

Authors Amogh Deshpande

Publication date 6 September 2012

Published in International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1155/2012/185474

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

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Cites work

• scientific article; zbMATH DE number 43057 (Why is no real title available?)
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• scientific article; zbMATH DE number 2220058 (Why is no real title available?)
• Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
• Asymptotic properties of jump-diffusion processes with state-dependent switching
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Local to global theorems in the theory of Hurewicz fibrations
• Lévy Processes and Stochastic Calculus
• Random differential inequalities
• Risk Minimizing Option Pricing in a Regime Switching Market
• Risk Minimizing Option Pricing in a Semi-Markov Modulated Market
• Stability of a random diffusion with linear drift
• Stability of regime-switching jump diffusions
• Stability of regime-switching stochastic differential equations
• Stability of stochastic differential equations with Markovian switching
• Stochastic stabilization of dynamical systems using Lévy noise

Cited in

(3)

• Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation
• scientific article; zbMATH DE number 1537452 (Why is no real title available?)
• Advances on modeling and control of semi-Markovian switching systems: a survey

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