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Asymptotic stability in distribution of stochastic differential equations with Markovian switching

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  1. Xiaoyue Li & Xuerong Mao & Guoting Song, 2024. "Explicit Approximation of Invariant Measure for Stochastic Delay Differential Equations with the Nonlinear Diffusion Term," Journal of Theoretical Probability, Springer, vol. 37(2), pages 1850-1881, June.
  2. Khieu, Hoang & Wälde, Klaus, 2023. "Capital income risk and the dynamics of the wealth distribution," Economic Modelling, Elsevier, vol. 122(C).
  3. Tong, Jinying & Zhang, Zhenzhong & Bao, Jianhai, 2013. "The stationary distribution of the facultative population model with a degenerate noise," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 655-664.
  4. Rujivan, Sanae & Thamrongrat, Nopporn & Juntanon, Parun & Djehiche, Boualem, 2025. "Analytical computation of conditional moments in the extended Cox–Ingersoll–Ross process with regime switching: Hybrid PDE system solutions with financial applications," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 229(C), pages 176-202.
  5. Zhang, Tian & Chen, Huabin, 2019. "The stability with a general decay of stochastic delay differential equations with Markovian switching," Applied Mathematics and Computation, Elsevier, vol. 359(C), pages 294-307.
  6. Xi, Fubao, 2009. "Asymptotic properties of jump-diffusion processes with state-dependent switching," Stochastic Processes and their Applications, Elsevier, vol. 119(7), pages 2198-2221, July.
  7. Li, Zhi & Zhang, Wei, 2017. "Stability in distribution of stochastic Volterra–Levin equations," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 20-27.
  8. Xu, Guangli & Wang, Yongjin, 2016. "On stability of the Markov-modulated skew CIR process," Statistics & Probability Letters, Elsevier, vol. 109(C), pages 139-144.
  9. Mei, Hongwei & Yin, George, 2015. "Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching," Stochastic Processes and their Applications, Elsevier, vol. 125(8), pages 3104-3125.
  10. Bao, Jianhai & Hou, Zhenting & Yuan, Chenggui, 2009. "Stability in distribution of neutral stochastic differential delay equations with Markovian switching," Statistics & Probability Letters, Elsevier, vol. 79(15), pages 1663-1673, August.
  11. Caraballo, Tomás & Settati, Adel & Fatini, Mohamed El & Lahrouz, Aadil & Imlahi, Abdelouahid, 2019. "Global stability and positive recurrence of a stochastic SIS model with Lévy noise perturbation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 677-690.
  12. Leonardo Videla & Rolando Rebolledo, 2022. "Evolving Systems of Stochastic Differential Equations," Journal of Theoretical Probability, Springer, vol. 35(3), pages 1662-1705, September.
  13. Jianguo Tan & Hongli Wang & Yongfeng Guo, 2012. "Existence and Uniqueness of Solutions to Neutral Stochastic Functional Differential Equations with Poisson Jumps," Abstract and Applied Analysis, John Wiley & Sons, vol. 2012(1).
  14. Jinying Tong, 2014. "Feller Property for a Special Hybrid Jump‐Diffusion Model," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
  15. Khasminskii, R.Z. & Zhu, C. & Yin, G., 2007. "Stability of regime-switching diffusions," Stochastic Processes and their Applications, Elsevier, vol. 117(8), pages 1037-1051, August.
  16. Mao, Xuerong & Shen, Yi & Yuan, Chenggui, 2008. "Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching," Stochastic Processes and their Applications, Elsevier, vol. 118(8), pages 1385-1406, August.
  17. Wang, Wei & Wang, Xiulian, 2023. "Stationary distributions for stochastic differential equations with memory driven by α-stable processes," Statistics & Probability Letters, Elsevier, vol. 195(C).
  18. Gao, Shuaibin & Li, Xiaotong & Liu, Zhuoqi, 2023. "Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence," Applied Mathematics and Computation, Elsevier, vol. 458(C).
  19. Zhao, Yu & Yuan, Sanling, 2016. "Stability in distribution of a stochastic hybrid competitive Lotka–Volterra model with Lévy jumps," Chaos, Solitons & Fractals, Elsevier, vol. 85(C), pages 98-109.
  20. Xiaofeng Zong & Fuke Wu & Chengming Huang, 2013. "The Boundedness and Exponential Stability Criterions for Nonlinear Hybrid Neutral Stochastic Functional Differential Equations," Abstract and Applied Analysis, John Wiley & Sons, vol. 2013(1).
  21. Yonggui Kao & Changhong Wang & Jing Xie & Hamid Reza Karimi, 2016. "New delay-dependent stability of Markovian jump neutral stochastic systems with general unknown transition rates," International Journal of Systems Science, Taylor & Francis Journals, vol. 47(11), pages 2499-2509, August.
  22. Christian Bayer & Klaus Waelde, 2011. "Describing the Dynamics of Distributions in Search and Matching Models by Fokker-Planck Equations," Working Papers 1110, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 21 Jul 2011.
  23. Yinfang Song & Quan Yin & Yi Shen, 2015. "A note on attraction and stability of neutral stochastic delay differential equations with Markovian switching," International Journal of Systems Science, Taylor & Francis Journals, vol. 46(8), pages 1401-1410, June.
  24. Xi, Fubao & Yin, G., 2010. "Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1378-1389, July.
  25. Shao, Jinghai, 2015. "Ergodicity of regime-switching diffusions in Wasserstein distances," Stochastic Processes and their Applications, Elsevier, vol. 125(2), pages 739-758.
  26. Tan, Li & Jin, Wei & Suo, Yongqiang, 2015. "Stability in distribution of neutral stochastic functional differential equations," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 27-36.
  27. Li, Dingshi & Lin, Yusen, 2021. "Periodic measures of impulsive stochastic differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 148(C).
  28. Weimin Chen & Qian Ma & Lanning Wang & Huiling Xu, 2018. "Stabilisation and control of neutral stochastic delay Markovian jump systems," International Journal of Systems Science, Taylor & Francis Journals, vol. 49(1), pages 58-67, January.
  29. Nguyen, Dang Hai & Yin, George & Zhu, Chao, 2017. "Certain properties related to well posedness of switching diffusions," Stochastic Processes and their Applications, Elsevier, vol. 127(10), pages 3135-3158.
  30. Tan, Li & Jin, Wei & Hou, Zhenting, 2013. "Weak convergence of functional stochastic differential equations with variable delays," Statistics & Probability Letters, Elsevier, vol. 83(11), pages 2592-2599.
  31. Iryna Volodymyrivna Komashynska, 2013. "Existence and Uniqueness of Solutions for a Class of Nonlinear Stochastic Differential Equations," Abstract and Applied Analysis, John Wiley & Sons, vol. 2013(1).
  32. Shengrong Wang & Li Tan, 2026. "Strong Convergence of the Euler Scheme for a Delayed Jump-Diffusion CIR Model with Markovian Switching," Journal of Theoretical Probability, Springer, vol. 39(1), pages 1-29, March.
  33. Yi Shen & Yan Li, 2013. "Stationary in Distributions of Numerical Solutions for Stochastic Partial Differential Equations with Markovian Switching," Abstract and Applied Analysis, John Wiley & Sons, vol. 2013(1).
  34. Jaroszewska, Joanna, 2013. "On asymptotic equicontinuity of Markov transition functions," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 943-951.
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