Strong invariance for switching diffusions

DOI10.3233/ASY-141265zbMATH Open1319.60159OpenAlexW1655789195MaRDI QIDQ5261140FDOQ5261140

Authors: Hongwei Mei, George Yin 

Publication date: 1 July 2015

Published in: Asymptotic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/asy-141265

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zbMATH Keywords

stationary distributionswitching diffusionslaw of iterated logarithms

Mathematics Subject Classification ID

Diffusion processes (60J60) Strong limit theorems (60F15)

Cited In (5)

• Strong invariance principle for singular diffusions.
• Iterative weak approximation and hard bounds for switching diffusion
• On higher order moments and recurrence of an SDE with switching
• Invariance principle of regime-switching diffusions
• Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching

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