Recurrence and periodicity for stochastic differential equations with regime-switching jump diffusions
From MaRDI portal
(Redirected from Publication:6489389)
Recommendations
- Recurrence and ergodicity for A class of regime-switching jump diffusions
- Regularity and recurrence of switching diffusions
- Periodic solutions of hybrid jump diffusion processes
- Stability and recurrence of regime-switching diffusion processes
- Criteria for transience and recurrence of regime-switching diffusion processes
Cites work
- Asymptotic properties of jump-diffusion processes with state-dependent switching
- Continuous-time Markov chains. An applications-oriented approach
- Criteria for recurrence and existence of invariant measures for multidimensional diffusions
- Criteria for transience and recurrence of regime-switching diffusion processes
- Deterministic Nonperiodic Flow
- Existence of periodic probability solutions to Fokker-Planck equations with applications
- Existence of periodic solutions in distribution for stochastic Newtonian systems
- Favard separation method for almost periodic stochastic differential equations
- scientific article; zbMATH DE number 734901 (Why is no real title available?)
- scientific article; zbMATH DE number 195091 (Why is no real title available?)
- Hybrid switching diffusions. Properties and applications
- Lévy Processes and Stochastic Calculus
- Measure Theory and Probability Theory
- Modeling and analysis of switching diffusion systems: past-dependent switching with a countable state space
- On Feller and strong Feller properties and exponential ergodicity of regime-switching jump diffusion processes with countable regimes
- Periodic solution of stochastic process in the distributional sense
- Periodic solutions for SDEs through upper and lower solutions
- Periodic solutions of Fokker-Planck equations
- Periodic solutions of hybrid jump diffusion processes
- Periodic solutions of stochastic functional differential equations with jumps via viability
- Recurrence and ergodicity for A class of regime-switching jump diffusions
- Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space
- Some remarks and examples concerning the transience and recurrence of random diffusions
- Stability and recurrence of regime-switching diffusion processes
- Stability of regime-switching jump diffusions
- Stochastic dynamics of a neural field lattice model with state dependent nonlinear noise
- Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
- Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments
- Wong-Zakai approximations and periodic solutions in distribution of dissipative stochastic differential equations
- Zur Theorie der Markoffschen Ketten
Cited in
(2)
This page was built for publication: Recurrence and periodicity for stochastic differential equations with regime-switching jump diffusions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6489389)