Stability of degenerate diffusions with state-dependent switching
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Cites work
- A class of limit theorems for singular diffusions
- Distances of Probability Measures and Random Variables
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- scientific article; zbMATH DE number 195091 (Why is no real title available?)
- On the boundedness, recurrence and stability of solutions of on ito equation perturbed by a Markov chain
- Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
- Stability and functional limit theorems for random degenerate diffusions
- Stability in distribution for a class of singular diffusions
- Stability of a random diffusion with linear drift
- Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments
Cited in
(30)- Hybrid switching diffusions. Properties and applications
- Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity
- Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching
- Transcriptional stochasticity in gene expression
- Exponential contraction of switching jump diffusions with a hidden Markov chain
- Stability of regime-switching processes under perturbation of transition rate matrices
- Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains
- Asymptotic behavior of distributions of mRNA and protein levels in a model of stochastic gene expression
- Asymptotic properties of jump-diffusion processes with state-dependent switching
- Coupling for Markovian switching jump-diffusions
- Successful couplings for diffusion processes with state-dependent switching
- How the number of alleles influences gene expression
- Stochastic Liénard equations with state-dependent switching
- Coupling and exponential convergence rate for Markovian switching jump diffusions
- Stabilization of regime-switching processes by feedback control based on discrete time observations
- scientific article; zbMATH DE number 2185765 (Why is no real title available?)
- Stability of nonlinear regime-switching jump diffusion
- Stabilization of regime-switching processes by feedback control based on discrete time observations. II: State-dependent case
- Stability in distribution of path-dependent hybrid diffusion
- Stability in distribution and stabilization of switching jump diffusions
- Randomly perturbed switching dynamics of a DC/DC converter
- Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions
- A class of stochastic functional differential equations with Markovian switching
- Stability of Fractional SDEs with Markov Switching Perturbed by Transition Rate Matrices
- Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching
- Poisson equation and application to multi-scale SDEs with state-dependent switching
- Diffusion approximation for slow-fast SDEs with state-dependent switching
- On the stability of diffusion processes with state-dependent switching
- Feller property and exponential ergodicity of diffusion processes with state-dependent switching
- Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching
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