Pages that link to "Item:Q2821806"
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The following pages link to Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State Space (Q2821806):
Displaying 23 items.
- Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula (Q778180) (← links)
- Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space (Q1751072) (← links)
- Recurrence for switching diffusion with past dependent switching and countable state space (Q2001563) (← links)
- Numerical solutions for optimal control of stochastic Kolmogorov systems (Q2070011) (← links)
- Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q2099521) (← links)
- Threshold of a stochastic SIQS epidemic model with isolation (Q2162630) (← links)
- Stationary distribution of stochastic NP ecological model under regime switching (Q2164913) (← links)
- Periodic solutions of hybrid jump diffusion processes (Q2238054) (← links)
- Exponential contraction of switching jump diffusions with a hidden Markov chain (Q2244604) (← links)
- Lyapunov criteria for the Feller-Dynkin property of martingale problems (Q2309582) (← links)
- A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
- Evolving systems of stochastic differential equations (Q2677003) (← links)
- Numerical Methods for Controlled Switching Diffusions (Q3297417) (← links)
- Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching (Q4614935) (← links)
- Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations II: State-Dependent Case (Q4630688) (← links)
- Stability of Regime-Switching Diffusion Systems with Discrete States Belonging to a Countable Set (Q4961442) (← links)
- Switching diffusion approximations for optimal power management in parallel processing systems (Q4998029) (← links)
- Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions (Q5374436) (← links)
- Hybrid competitive Lotka–Volterra ecosystems: countable switching states and two-time-scale models (Q5742552) (← links)
- Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching (Q6156998) (← links)
- Limit theorems of additive functionals for regime-switching diffusions with infinite delay (Q6186384) (← links)
- Recurrence and periodicity for stochastic differential equations with regime-switching jump diffusions (Q6489389) (← links)
- A numerical method for ergodic optimal control of switching diffusions with reflection (Q6545271) (← links)