Stability of Fractional SDEs with Markov Switching Perturbed by Transition Rate Matrices
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Cites work
- A stochastic sewing lemma and applications
- Exponential ergodicity for Markov processes with random switching
- Exponential stability of SDEs driven by fBm with Markovian switching
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- scientific article; zbMATH DE number 1909499 (Why is no real title available?)
- scientific article; zbMATH DE number 3329342 (Why is no real title available?)
- Hybrid switching diffusions. Properties and applications
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
- Integration with respect to fractal functions and stochastic calculus. I
- Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions
- Long time behavior of diffusions with Markov switching
- Permanence and extinction of regime-switching predator-prey models
- Regularization of differential equations by fractional noise.
- Stability and recurrence of regime-switching diffusion processes
- Stability of degenerate diffusions with state-dependent switching
- Stability of regime-switching jump diffusions
- Stability of regime-switching processes under perturbation of transition rate matrices
- Stochastic analysis of the fractional Brownian motion
- Stochastic Calculus for Fractional Brownian Motion and Applications
- Stochastic calculus with respect to Gaussian processes
- Stochastic Differential Equations with Markovian Switching
- Strong solutions and strong Feller properties for regime-switching diffusion processes in an infinite state space
- The existence of the density for the solution of stochastic differential equation driven by fractional Brownian motion with Markovian switching
- The Malliavin Calculus and Related Topics
- Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments
Cited in
(7)- Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances
- Exponential stability of SDEs driven by fBm with Markovian switching
- Stability of regime-switching processes under perturbation of transition rate matrices
- Lyapunov exponents of PDEs driven by fractional noise with Markovian switching
- Ergodicity and transience of SDEs driven by -stable processes with Markovian switching
- Markov regime switching in mean and in fractional integration parameter
- Euler scheme for some SDEs with fractional noise and Markov switching
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