On subgeometric ergodicity of regime-switching diffusion processes

Author:

Lazić PetraORCID,Sandrić Nikola

Funder

Alexander von Humboldt-Stiftung

Hrvatska Zaklada za Znanost

Publisher

Elsevier BV

Subject

Computer Science Applications,Analysis,Control and Systems Engineering

Reference29 articles.

1. Regime-switching jump diffusions with non-Lipschitz coefficients and countably many switching states: existence and uniqueness, feller, and strong feller properties;Xi,2019

2. On feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes;Kunwai;Nonlinear Anal. Hybrid Syst.,2020

3. Stochastic Differential Equations with Markovian Switching;Mao,2006

4. Stability of Markovian processes. II. Continuous-time processes and sampled chains;Meyn;Adv. Appl. Probab.,1993

5. Topological conditions enabling use of Harris methods in discrete and continuous time;Tweedie;Acta Appl. Math.,1994

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