Stability in distribution of path-dependent hybrid diffusion
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Publication:4965178
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- scientific article; zbMATH DE number 1053535
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- Ergodicity of regime-switching diffusions in Wasserstein distances
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- Iterated Random Functions
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- New type of stability criteria for stochastic functional differential equations via Lyapunov functions
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Cited in
(6)- Explicit approximation of invariant measure for stochastic delay differential equations with the nonlinear diffusion term
- Invariant measures for hybrid stochastic systems
- Stability in distribution and stabilization of switching jump diffusions
- Invariant probability measures for path-dependent random diffusions
- Ergodicity of regime-switching functional diffusions with infinite delay and application to a numerical algorithm for stochastic optimization
- Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations
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