Ergodicity of one-dimensional regime-switching diffusion processes
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Publication:487511
DOI10.1007/S11425-014-4853-8zbMATH Open1360.60153OpenAlexW1977849190MaRDI QIDQ487511FDOQ487511
Publication date: 22 January 2015
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-014-4853-8
Convergence of probability measures (60B10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)
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Cited In (10)
- Ergodicity of one-dimensional Brusselator models
- Stability of regime-switching processes under perturbation of transition rate matrices
- The dynamics of stochastic mono-molecular reaction systems in stochastic environments
- Ergodicity and first passage probability of regime-switching geometric Brownian motions
- Variational formula for the stability of regime-switching diffusion processes
- Exact long time behavior of some regime switching stochastic processes
- Exponential ergodicity for regime-switching diffusion processes in total variation norm
- Strong ergodicity of the regime-switching diffusion processes
- Permanence and Extinction of Regime-Switching Predator-Prey Models
- Ergodic theorems for transient one-dimensional diffusions
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