Stability of regime-switching jump diffusions
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Cited in
(85)- Ergodicity and first passage probability of regime-switching geometric Brownian motions
- On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators
- Variational formula for the stability of regime-switching diffusion processes
- Stabilization of the stochastic jump diffusion systems by state-feedback control
- Approximate solutions for a class of doubly perturbed stochastic differential equations
- Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation
- Stability properties of constrained jump-diffusion processes
- Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity
- Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods
- Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory
- Stabilization in general decay rate of discrete feedback control for non-autonomous Markov jump stochastic systems
- Razumikhin method to stability of delay coupled systems with hybrid switching diffusions
- Stability analysis of hybrid stochastic delayed Cohen-Grossberg neural networks with Lévy noise and Markov switching
- Exponential stability of impulsive stochastic differential equations with Markovian switching
- Stochastic mutualism model under regime switching with Lévy jumps
- On exponential stability of non-autonomous stochastic differential equations with Markovian switching
- Inverse optimal control of regime-switching jump diffusions
- Exponential contraction of switching jump diffusions with a hidden Markov chain
- Jump-diffusion processes in random environments
- \(p\)th moment exponential stability of stochastic delayed hybrid systems with Lévy noise
- Stability of regime-switching processes under perturbation of transition rate matrices
- Stability of regime-switching jump diffusion processes
- The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise
- Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions
- Recurrence and ergodicity for A class of regime-switching jump diffusions
- Stability of regime-switching diffusions
- \(V\)-uniform ergodicity for fluid queues
- Coupling for Markovian switching jump-diffusions
- \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching
- A survey of numerical solutions for stochastic control problems: some recent progress
- On the estimation of regime-switching Lévy models
- Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation
- Numerical solutions of regime-switching jump diffusions
- \(p\)th moment asymptotic stability of stochastic delayed hybrid systems with Lévy noise
- Feynman–Kac formulas for regime-switching jump diffusions and their applications
- Approximation of invariant measures for regime-switching diffusions
- Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems
- Coupling and exponential convergence rate for Markovian switching jump diffusions
- Almost sure and pth-moment stability and stabilization of regime-switching jump diffusion systems
- Stabilization of regime-switching processes by feedback control based on discrete time observations
- Asymptotic properties of stochastic hybrid Gilpin-Ayala system with jumps
- Kolmogorov-type systems with regime-switching jump diffusion perturbations
- Synchronization of delayed neural networks with Lévy noise and Markovian switching via sampled data
- Numerical methods for controlled switching diffusions
- Global stability of coupled Markovian switching reaction-diffusion systems on networks
- Stability of nonlinear regime-switching jump diffusion
- Asymptotic stability of semi-Markov modulated jump diffusions
- Stability of numerical methods for jump diffusions and Markovian switching jump diffusions
- Almost sure and moment exponential stability of regime-switching jump diffusions
- Stabilization of regime-switching processes by feedback control based on discrete time observations. II: State-dependent case
- Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes
- Stability of regime-switching diffusion systems with discrete states belonging to a countable set
- Time-consistent mean-variance pairs-trading under regime-switching cointegration
- Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise
- Stability in distribution and stabilization of switching jump diffusions
- Stability of Markov jump systems with quadratic terms and its application to RLC circuits
- Delay feedback control for switching diffusion systems based on discrete-time observations
- Stability verification for a class of stochastic hybrid systems by semidefinite programming
- On an optimal extraction problem with regime switching
- Stability for multidimensional jump-diffusion processes
- Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions
- Stability of Fractional SDEs with Markov Switching Perturbed by Transition Rate Matrices
- Stabilization of Highly Nonlinear Hybrid Stochastic Differential Delay Equations with Lévy Noise by Delay Feedback Control
- On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps
- Weak mean attractor and periodic measure for stochastic lattice systems driven by Lévy noises
- Almost sure exponential stability and stabilization of hybrid stochastic functional differential equations with Lévy noise
- Safety verification for regime-switching jump diffusions via barrier certificates
- A long term analysis of stochastic theta methods for mean reverting linear process with jumps
- On the existence and asymptotic stability of hybrid stochastic systems with neutral term and non-differentiable time delay
- Stability of coupled jump diffusions and applications
- Stabilization of complex-valued stochastic coupled systems with multiple time delays and regime-switching jump diffusion via periodically intermittent control
- Recurrence and periodicity for stochastic differential equations with regime-switching jump diffusions
- On exponential contraction and expansion of Markovian switching diffusions
- Almost sure exponential stability of hybrid stochastic delayed Cohen-Grossberg neural networks
- Stabilization of impulsive hybrid stochastic differential equations with Lévy noise by feedback control based on discrete-time state observations
- Practical stability for McKean–Vlasov SDEs with regime-switching diffusions
- Convergence analysis of probability density function for second-order stochastic systems with Markovian switching and Lévy noise under the local Lipschitz conditions
- Asynchronously intermittent sampled-data decentralized control for stability of fuzzy coupled systems with jump diffusions
- Analysis of a stochastic hybrid Gompertz tumor growth model driven by Lévy noise
- Almost sure stabilization of hybrid systems by intermittent stochastic noise with jumps
- Feynman-Kac formula for regime-switching general diffusions
- Optimal investment of defined contribution pension plan with environmental, social, and governance (ESG) factors in regime-switching jump diffusion models
- On discrete stochastic p-Laplacian complex-valued Ginzburg-Landau equations driven by superlinear Lévy noise
- Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process
- Subdiffusion-driven exponential stabilization of neutral nonlinear stochastic hybrid systems via delay feedback controls
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