Mean-field models involving continuous-state-dependent random switching: nonnegativity constraints, moment bounds, and two-time-scale limits
DOI10.11650/TWJM/1500406379zbMATH Open1230.60063OpenAlexW1550818545MaRDI QIDQ647274FDOQ647274
Authors: Juan-Miguel Gracia 
Publication date: 1 December 2011
Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.11650/twjm/1500406379
Recommendations
- Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process
- Properties for a class of multi-type mean-field models
- On laws of large numbers for systems with mean-field interactions and Markovian switching
- Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems
- A class of generalized Ginzburg-Landau equations with random switching
Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on discrete state spaces (60J27) Lyapunov and storage functions (93D30)
Cited In (6)
- Tamed-Euler method for hybrid stochastic differential equations with Markovian switching
- Properties for a class of multi-type mean-field models
- Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process
- Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games
- A general stochastic maximum principle for mean-field controls with regime switching
- A continuous-time model of centrally coordinated motion with random switching
This page was built for publication: Mean-field models involving continuous-state-dependent random switching: nonnegativity constraints, moment bounds, and two-time-scale limits
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q647274)
