Ergodicity and transience of SDEs driven by -stable processes with Markovian switching
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Ergodicity and transience of SDEs driven by \(\alpha\)-stable processes with Markovian switching
Ergodicity and transience of SDEs driven by \(\alpha\)-stable processes with Markovian switching
Recommendations
- Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances
- Necessary and sufficient conditions for ergodicity of CIR type SDEs with Markov switching
- Ergodicity of CIR type SDEs driven by stable processes with random switching
- Stability of Fractional SDEs with Markov Switching Perturbed by Transition Rate Matrices
- Exponential ergodicity and strong ergodicity for SDEs driven by symmetric \(\alpha \)-stable processes
Cites work
- Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
- Criteria for ergodicity of Lévy type operators in dimension one
- Criteria for transience and recurrence of regime-switching diffusion processes
- Ergodicity for time-changed symmetric stable processes
- Exponential ergodicity and strong ergodicity for SDEs driven by symmetric \(\alpha \)-stable processes
- Exponential ergodicity for Markov processes with random switching
- Exponential ergodicity for population dynamics driven by \(\alpha\)-stable processes
- Exponential ergodicity of CIR interest rate model with random switching
- Feller property and exponential ergodicity of diffusion processes with state-dependent switching
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 734901 (Why is no real title available?)
- scientific article; zbMATH DE number 2199827 (Why is no real title available?)
- Hybrid switching diffusions. Properties and applications
- Lévy Processes and Stochastic Calculus
- Long-term behavior of stochastic interest rate models with Markov switching
- Long-time behavior of stable-like processes
- On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
- On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes
- Recurrence, transience and bounded harmonic functions for diffusions in the plane
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments
Cited in
(9)- Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances
- Exponential ergodicity and strong ergodicity for SDEs driven by symmetric \(\alpha \)-stable processes
- Ergodicity for population dynamics driven by stable processes with Markovian switching
- Ergodicity of CIR type SDEs driven by stable processes with random switching
- Necessary and sufficient conditions for ergodicity of CIR type SDEs with Markov switching
- Ergodicity of Stochastic Dissipative Equations Driven by α-Stable Process
- Ergodicity of supercritical SDEs driven by \(\alpha \)-stable processes and heavy-tailed sampling
- Variable-step Euler-Maruyama approximations of regime-switching jump diffusion processes
- Explicit results for ergodic properties of SDEs driven by cylindrical symmetric stable noise
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