Properties of solutions of stochastic differential equations with continuous-state-dependent switching
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Publication:712174
DOI10.1016/J.JDE.2010.08.008zbMATH Open1202.60093OpenAlexW1977544211MaRDI QIDQ712174FDOQ712174
Publication date: 28 October 2010
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jde.2010.08.008
Diffusion processes (60J60) Discrete-time Markov processes on general state spaces (60J05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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Cited In (24)
- Global stability of coupled Markovian switching reaction-diffusion systems on networks
- Certain properties related to well posedness of switching diffusions
- Existence and uniqueness theorem for stochastic differential equations with self-exciting switching
- A unifying approach to first-passage time distributions in diffusing diffusivity and switching diffusion models
- Modeling and analysis of switching diffusion systems: past-dependent switching with a countable state space
- Large deviations for invariant measures of stochastic differential equations with jumps
- Probabilistic models of the conservation and balance laws in switching regimes
- Random periodic solutions for a class of hybrid stochastic differential equations
- Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations
- Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values
- Stability of nonlinear regime-switching jump diffusion
- Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching
- A note on attraction and stability of neutral stochastic delay differential equations with Markovian switching
- An MCMC computational approach for a continuous time state-dependent regime switching diffusion process
- Jump-diffusion processes in random environments
- Sensitivity to switching rates in stochastically switched ODEs
- Attracting and invariant sets of nonlinear stochastic neutral differential equations with delays
- A note on almost sure asymptotic stability of neutral stochastic delay differential equations with Markovian switching
- Switching interacting particle systems: scaling limits, uphill diffusion and boundary layer
- A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL
- Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions
- Recurrence for switching diffusion with past dependent switching and countable state space
- A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows
- Randomly perturbed switching dynamics of a DC/DC converter
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