Stability of Markovian processes II: continuous-time processes and sampled chains
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- Sharp conditions for certain ruin in a risk process with stochastic return on investments
- Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
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- Stability of mixed generalized Jackson networks
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- On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes
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- Invariant measures for multidimensional fractional stochastic volatility models
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- The stochastic \(\theta\) method for stationary distribution of stochastic differential equations with Markovian switching
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- Classification of asymptotic behavior in a stochastic SIS epidemic model with vaccination
- Hopf bifurcation without parameters in deterministic and stochastic modeling of cancer virotherapy. II
- Ergodicity of a regime-switching epidemic model with degenerate diffusion
- Geometric ergodicity of affine processes on cones
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- Convergence rate to equilibrium in Wasserstein distance for reflected jump-diffusions
- Permanence and extinction for the stochastic SIR epidemic model
- Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity
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- Convergence of metadynamics: discussion of the adiabatic hypothesis
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- The invariant distribution of wealth and employment status in a small open economy with precautionary savings
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- Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment
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- Multi-species neutron transport equation
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- The role of noise in finite ensembles of nanomagnetic particles
- A Liapounov bound for solutions of the Poisson equation
- Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
- A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs
- Subexponential upper and lower bounds in Wasserstein distance for Markov processes
- Harris-type results on geometric and subgeometric convergence to equilibrium for stochastic semigroups
- The threshold of stochastic tumor-immune model with regime switching
- PDMP characterisation of event-chain Monte Carlo algorithms for particle systems
- On the fluid approximation for a multiclass queue under non-preemptive SBP service discipline
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