Pages that link to "Item:Q2389228"

The following pages link to Asymptotic properties of jump-diffusion processes with state-dependent switching (Q2389228):

Displaying 43 items.

• Numerical solutions of regime-switching jump diffusions (Q278452) (← links)
• Stability of nonlinear regime-switching jump diffusion (Q414505) (← links)
• Asymptotic stability of semi-Markov modulated jump diffusions (Q448324) (← links)
• Entropy production rate of the coupled diffusion process (Q639340) (← links)
• On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators (Q1630668) (← links)
• Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity (Q1720281) (← links)
• Properties of switching jump diffusions: maximum principles and Harnack inequalities (Q1740518) (← links)
• Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation (Q1755929) (← links)
• Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity (Q1934556) (← links)
• On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching (Q2020142) (← links)
• Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory (Q2048174) (← links)
• Asymptotic behaviors of stochastic epidemic models with jump-diffusion (Q2049756) (← links)
• On subgeometric ergodicity of regime-switching diffusion processes (Q2085169) (← links)
• The influence of quadratic Lévy noise on the dynamic of an SIC contagious illness model: new framework, critical comparison and an application to COVID-19 (SARS-CoV-2) case (Q2113096) (← links)
• Stability of stochastic functional differential systems with semi-Markovian switching and Lévy noise by functional Itô's formula and its applications (Q2181353) (← links)
• Periodic solutions of hybrid jump diffusion processes (Q2238054) (← links)
• \(p\)th moment exponential stability of stochastic delayed hybrid systems with Lévy noise (Q2282662) (← links)
• Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q2315815) (← links)
• Certain properties related to well posedness of switching diffusions (Q2403701) (← links)
• Feynman-Kac theorem in random environments and partial integro-differential equations (Q2408780) (← links)
• Coupling for Markovian switching jump-diffusions (Q2437135) (← links)
• Dynamical behavior of a stochastic predator-prey model with general functional response and nonlinear jump-diffusion (Q2671193) (← links)
• Dynamics of a stochastic delayed chemostat model with nutrient storage and Lévy jumps (Q2679936) (← links)
• <i>p</i>th moment asymptotic stability of stochastic delayed hybrid systems with Lévy noise (Q2797646) (← links)
• Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems (Q2868935) (← links)
• Coupling and Exponential Convergence Rate for Markovian Switching Jump Diffusions (Q2875525) (← links)
• Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions (Q4591239) (← links)
• Jump locations of jump-diffusion processes with state-dependent rates (Q4595430) (← links)
• Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations II: State-Dependent Case (Q4630688) (← links)
• On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes (Q5067217) (← links)
• Regime-switching diffusion processes: strong solutions and strong Feller property (Q5206081) (← links)
• On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes (Q5266531) (← links)
• Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions (Q5374436) (← links)
• Martingale problems for switched processes (Q5495898) (← links)
• Ergodic stationary distribution and extinction of stochastic delay chemostat system with Monod-Haldane functional response and higher-order Lévy jumps (Q6058674) (← links)
• Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes (Q6111893) (← links)
• Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise (Q6130376) (← links)
• Exponential ergodicity for stochastic functional differential equations with Markovian switching (Q6150483) (← links)
• Recurrence and periodicity for stochastic differential equations with regime-switching jump diffusions (Q6489389) (← links)
• Asymptotic behavior for a stochastic behavioral change SIR model (Q6539289) (← links)
• Variable-step Euler-Maruyama approximations of regime-switching jump diffusion processes (Q6556245) (← links)
• Duality in optimal consumption-investment problems with alternative data (Q6565559) (← links)
• The Euler-Maruyama approximation of state-dependent regime switching diffusions (Q6624138) (← links)