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Applicable Analysis
An International Journal
Volume 97, 2018 - Issue 7
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Articles

Ergodicity and transience of SDEs driven by -stable processes with Markovian switching

Zhenzhong Zhang Department of Applied Mathematics, Donghua University , Shanghai, China.View further author information
,
Xinghu Jin Department of Applied Mathematics, Donghua University , Shanghai, China.View further author information
&
Jinying Tong Department of Applied Mathematics, Donghua University , Shanghai, China.Correspondence[email protected]
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Pages 1187-1208 | Received 05 Dec 2016, Accepted 10 Mar 2017, Published online: 31 Mar 2017

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Read on this site (2)

Zhenzhong Zhang, Jingwen Cao, Jinying Tong & Enwen Zhu. (2020) Ergodicity of CIR type SDEs driven by stable processes with random switching. Stochastics 92:5, pages 761-784.
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Jinying Tong, Xuan Ma, Zhenzhong Zhang & Enwen Zhu. (2019) Ergodicity for population dynamics driven by stable processes with Markovian switching. Communications in Statistics - Theory and Methods 48:10, pages 2446-2458.
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Articles from other publishers (1)

Peng Chen, Xinghu Jin, Tian Shen & Zhonggen Su. (2023) Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes. Journal of Theoretical Probability.
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