Ergodicity and transience of SDEs driven by -stable processes with Markovian switching
DOI10.1080/00036811.2017.1307966zbMATH Open1391.60201OpenAlexW2601285549MaRDI QIDQ4576754FDOQ4576754
Xinghu Jin, Zhen Zhong Zhang, Jinying Tong
Publication date: 10 July 2018
Published in: Applicable Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00036811.2017.1307966
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Diffusion processes (60J60) Stable stochastic processes (60G52) Continuous-time Markov processes on discrete state spaces (60J27) Stochastic stability in control theory (93E15)
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Cited In (6)
- Variable-step Euler-Maruyama approximations of regime-switching jump diffusion processes
- 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 for population dynamics driven by stable processes with Markovian switching
- Ergodicity of Stochastic Dissipative Equations Driven by α-Stable Process
- Explicit results for ergodic properties of SDEs driven by cylindrical symmetric stable noise
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