Stability of regime-switching diffusions
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Cites work
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- scientific article; zbMATH DE number 195091 (Why is no real title available?)
- scientific article; zbMATH DE number 3240796 (Why is no real title available?)
- scientific article; zbMATH DE number 3277871 (Why is no real title available?)
- A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances
- Asymptotic Properties of Hybrid Diffusion Systems
- Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
- Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization
- Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
- Stability of Markov semigroups and applications to parabolic systems
- Stability of regime-switching stochastic differential equations
- Stability of stochastic differential equations with Markovian switching
- Stabilization and destabilization of hybrid systems of stochastic differential equations
Cited in
(only showing first 100 items - show all)- Successful couplings for diffusion processes with state-dependent switching
- Properties of solutions of stochastic differential equations with continuous-state-dependent switching
- Evolving systems of stochastic differential equations
- Asymptotic stability of switching diffusions having sub-exponential rates of decay
- Asymptotic behavior analysis for a three-species food chain stochastic model with regime switching
- Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula
- The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise
- Asymptotic Properties of Hybrid Diffusion Systems
- Markovian switching of mutation rates in evolutionary network dynamics
- Stability of Markov jump systems with quadratic terms and its application to RLC circuits
- Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space
- Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances
- Analysis of a stochastic hybrid population model with impulsive perturbations and Allee effect
- Persistence and stationary distribution of a stochastic predator-prey model under regime switching
- Long-time behavior of a regime-switching susceptible-infective epidemic model with degenerate diffusion
- Asymptotic behavior of a regime-switching SIR epidemic model with degenerate diffusion
- Stability of random-switching systems of differential equations
- Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions
- Stability of regime-switching diffusion systems with discrete states belonging to a countable set
- On the notion of weak stability and related issues of hybrid diffusion systems
- Recurrence for switching diffusion with past dependent switching and countable state space
- Analysis of a stochastic tumor-immune model with regime switching and impulsive perturbations
- Regularity and recurrence of switching diffusions
- Synchronization of delayed neutral-type multi-weights networks with jump diffusion via intermittent control
- Invariance principle of regime-switching diffusions
- Global stability and positive recurrence of a stochastic SIS model with Lévy noise perturbation
- Dynamics of a stochastic SIRS epidemic model with regime switching and specific functional response
- Threshold of a regime-switching SIRS epidemic model with a ratio-dependent incidence rate
- Linear diffusion with stationary switching regime
- Dynamics of a mean-reverting stochastic volatility equation with regime switching
- Analysis of a stochastic Holling type II predator-prey model under regime switching
- Stochastic input-to-state stability of switched stochastic nonlinear systems
- Stability of Discrete-Time Regime-Switching Dynamic Systems with Delays
- A stochastic differential equation SIS model on network under Markovian switching
- Stability analysis for stochastic hybrid systems: a survey
- Asymptotic properties of a stochastic Gilpin-Ayala model under regime switching
- Stability of regime-switching processes under perturbation of transition rate matrices
- Analysis and verification of uniform moment exponential stability for stochastic hybrid systems with Poisson jump
- Stability of coupled jump diffusions and applications
- Extinction and permanence in a stochastic SIRS model in regime-switching with general incidence rate
- Stability of a dynamical system with semi-Markov switchings under conditions of diffusion approximation
- Vector-host epidemic model with direct transmission in random environment
- Robust stability and stabilization of linear stochastic systems with Markovian switching and uncertain transition rates
- Analysis of a stochastic hybrid population model with Allee effect
- Almost sure asymptotic stability for regime-switching diffusions
- Stability of a budworm growth model with random perturbations
- First passage time moments of jump-diffusions with Markovian switching
- Mixture dynamics and regime switching diffusions with application to option pricing
- Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching
- Dynamic behavior of stochastic prostate cancer system with comprehensive therapy under regime switching
- Stability in distribution and stabilization of switching jump diffusions
- Asymptotic stabilizability of a class of stochastic nonlinear hybrid systems
- Invariant density, Lyapunov exponent, and almost sure stability of Markovian-regime-switching linear systems
- Modeling and analysis of switching diffusion systems: past-dependent switching with a countable state space
- Exponential ergodicity of a regime-switching SIS epidemic model with jumps
- Stochastic Nicholson's blowflies delay differential equation with regime switching
- Dynamical analysis of a class of prey-predator model with Beddington-DeAngelis functional response, stochastic perturbation, and impulsive toxicant input
- Markov regime switching in mean and in fractional integration parameter
- Long-time behavior of a regime-switching SIRS epidemic model with degenerate diffusion
- Dynamics of a stochastic rabies epidemic model with Markovian switching
- Stationary distribution of stochastic population systems under regime switching
- Exponential stability of random perturbation nonlinear delay systems with intermittent stochastic noise
- The impact of poaching and regime switching on the dynamics of single-species model
- Permanence and extinction of a stochastic hybrid population model with Allee effect
- Periodic solution and stationary distribution of stochastic predator-prey models with higher-order perturbation
- Exponential stability of impulsive stochastic differential equations with Markovian switching
- Stabilizability of a class of stochastic bilinear hybrid systems
- Random periodic solutions for a class of hybrid stochastic differential equations
- A stochastic threshold to predict extinction and persistence of an epidemic SIRS system with a general incidence rate
- On competitive Lotka-Volterra model in random environments
- Persistence and ergodicity of plant disease model with Markov conversion and impulsive toxicant input
- Markovian switching for near-optimal control of a stochastic SIV epidemic model
- Ergodic property of a Lotka-Volterra predator-prey model with white noise higher order perturbation under regime switching
- Variational formula for the stability of regime-switching diffusion processes
- Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons
- Stationary distribution of a stochastic Kawasaki disease model with Markov switching
- Stability of nonlinear regime-switching jump diffusion
- Stochastic Liénard equations with state-dependent switching
- Stability analysis of stochastic differential equations with Markovian switching
- Almost sure exponential stabilization of a class of uncertain stochastic systems with Markovian switching
- A stochastic SIRS epidemic model with non-monotone incidence rate under regime-switching
- Stabilization and destabilization of nonlinear systems via intermittent stochastic noise with application to memristor-based system
- Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes
- Stability of regime-switching jump diffusions
- Analysis of a stochastic nonautonomous hybrid population model with impulsive perturbations
- Transmission dynamics of a high dimensional rabies epidemic model in a Markovian random environment
- Stability of regime-switching stochastic differential equations
- Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity
- Probabilistic interpretation of the Cauchy problem for systems of nonlinear parabolic equations
- Stability of degenerate diffusions with state-dependent switching
- The stationary distribution and ergodicity of a stochastic phytoplankton-zooplankton model with toxin-producing phytoplankton under regime switching
- Almost sure and moment exponential stability of regime-switching jump diffusions
- Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process
- Stabilization of hybrid stochastic systems with time-varying delay by discrete-time state feedback control
- The stationary distribution and ergodicity of a stochastic phytoplankton allelopathy model under regime switching
- Ergodicity of regime-switching functional diffusions with infinite delay and application to a numerical algorithm for stochastic optimization
- Stability in distribution of path-dependent hybrid diffusion
- Stability of a stochastic logistic model under regime switching
- Threshold dynamics in a stochastic chemostat model under regime switching
- Ergodicity of a regime-switching epidemic model with degenerate diffusion
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