Switching diffusions and stochastic resetting

Journal of Physics A Mathematical and Theoretical ◽

10.1088/1751-8121/ab97e0 ◽

2020 ◽

Vol 53 (27) ◽

pp. 275003 ◽

Author(s):

Paul C Bressloff

Keyword(s):

Switching Diffusions

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Dynamics of hybrid switching diffusions SIRS model

Journal of Applied Mathematics and Computing ◽

10.1007/s12190-015-0932-4 ◽

2015 ◽

Vol 52 (1-2) ◽

pp. 101-123 ◽

Author(s):

Adel Settati ◽

Aadil Lahrouz ◽

Mustapha El Jarroudi ◽

Moussa El Jarroudi

Keyword(s):

Switching Diffusions ◽

Hybrid Switching

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Ergodicity of regime-switching diffusions in Wasserstein distances

Stochastic Processes and their Applications ◽

10.1016/j.spa.2014.10.007 ◽

2015 ◽

Vol 125 (2) ◽

pp. 739-758 ◽

Author(s):

Jinghai Shao

Keyword(s):

Regime Switching ◽

Switching Diffusions ◽

Wasserstein Distances

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Stochastic Volatility Using Regime-Switching Diffusions

Stochastic Modelling and Applied Probability - Hybrid Switching Diffusions ◽

10.1007/978-1-4419-1105-6_11 ◽

2009 ◽

pp. 301-321 ◽

Author(s):

G. George Yin ◽

Chao Zhu

Keyword(s):

Stochastic Volatility ◽

Regime Switching ◽

Switching Diffusions

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Razumikhin method to stability of delay coupled systems with hybrid switching diffusions

Nonlinear Analysis Hybrid Systems ◽

10.1016/j.nahs.2020.100934 ◽

2020 ◽

Vol 38 ◽

pp. 100934 ◽

Author(s):

Hui Zhou ◽

Jin Song ◽

Wenxue Li

Keyword(s):

Coupled Systems ◽

Switching Diffusions ◽

Hybrid Switching

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Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs

SIAM Journal on Control and Optimization ◽

10.1137/070679843 ◽

2009 ◽

Vol 48 (3) ◽

pp. 1831-1857 ◽

Author(s):

Q. S. Song ◽

G. Yin

Keyword(s):

Numerical Methods ◽

Regime Switching ◽

Rates Of Convergence ◽

Stopping Times ◽

Switching Diffusions

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Delay-dependent-stability of stochastic delay coupled systems on networks with regime-switching-diffusions

Neurocomputing ◽

10.1016/j.neucom.2020.07.017 ◽

2020 ◽

Vol 414 ◽

pp. 204-214

Author(s):

Hui Zhou ◽

Yanhua Zhu ◽

Wenxue Li

Keyword(s):

Regime Switching ◽

Coupled Systems ◽

Stochastic Delay ◽

Switching Diffusions ◽

Delay Dependent ◽

Delay Dependent Stability

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Convergence of switching diffusions

Stochastic Processes and their Applications ◽

10.1016/j.spa.2015.03.010 ◽

2015 ◽

Vol 125 (9) ◽

pp. 3623-3635 ◽

Author(s):

Sören Christensen ◽

Albrecht Irle

Keyword(s):

Switching Diffusions

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Spectral Method for Analysis of Switching Diffusions

IEEE Transactions on Automatic Control ◽

10.1109/tac.2007.900841 ◽

2007 ◽

Vol 52 (7) ◽

pp. 1320-1325 ◽

Author(s):

K. A. Rybakov ◽

I. L. Sotskova

Keyword(s):

Spectral Method ◽

Switching Diffusions

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Reachability Computation for Switching Diffusions

Proceedings of the 20th International Conference on Hybrid Systems: Computation and Control - HSCC '17 ◽

10.1145/3049797.3049812 ◽

2017 ◽

Author(s):

Luca Laurenti ◽

Alessandro Abate ◽

Luca Bortolussi ◽

Luca Cardelli ◽

Milan Ceska ◽

...

Keyword(s):

Switching Diffusions

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Almost sure asymptotic stability for regime-switching diffusions

Scientia Sinica Mathematica ◽

10.1360/n012015-00036 ◽

2015 ◽

Vol 45 (5) ◽

pp. 593-610 ◽

Author(s):

JunHao HU ◽

JianHai BAO ◽

ChengGui YUAN

Keyword(s):

Asymptotic Stability ◽

Regime Switching ◽

Switching Diffusions

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