Stability in distribution of path-dependent hybrid diffusion

DOI10.1137/19M1302454zbMATH Open1457.60091OpenAlexW3125029895MaRDI QIDQ4965178FDOQ4965178

Authors:

Publication date: 26 February 2021

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/19m1302454

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• scientific article; zbMATH DE number 1053535

zbMATH Keywords

Wasserstein distancestabilityinvariant measurestochastic functional differential equationswitching diffusion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20)

Cites Work

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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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