Hybrid Switching Diffusions: Properties and Applications

By George Yin, Chao Zhu. 2009

645 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Finance, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/4f9297456fc0a7cd2eb74374fd8f456781dce1c7

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In Computational Theory and Mathematics

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Citations in the corpus

Qualitative properties of certain piecewise deterministic Markov processes (2012, neutral): “In the present paper, we deal with an interesting subclass of the PDMPs that plays a role in molecular biology [27, 7] (see also [29] for other motivations).”
Stability analysis for stochastic hybrid systems: A survey (2014, background): “& Yin, 2007; Mao, 1999; Mao, Yin, & Yuan, 2007; Mao & Yuan, 2006; Pang, Deng, & Mao, 2008; Yin & Zhu, 2010; Yuan & Lygeros, 2005a,b; Yuan & Mao, 2003), impulsive switching diffusions (Yang, Li, & Chen, 2009), stochastic impulsive systems driven by renewal processes (Antunes, Hespanha, & Silvestre,…”
Approximation of Invariant Measures for Regime-switching Diffusions (2014, neutral): “monographs [15, 31]).”
Certain properties related to well posedness of switching diffusions (2017, methodology): “Systematic treatments and comprehensive study of these stochastic processes can be found in [10] and [16].”
Ergodicity of regime-switching diffusions in Wasserstein distances (2014, background): “In [16, 17, 18, 21], there are some studies on the transience, null recurrence, ergodicity, strong ergodicity of regime-switching diffusion processes.”
Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies (2011, background): “In our case, some of the limits are Markovian-switching stochastic differential equations (i.e., switching diffusions Yin & Zhu, 2010).”
Feynman–Kac formulas for regime-switching jump diffusions and their applications (2015, background): “If the Lévy measure ν(·) ≡ 0, then the process X(·) is in fact a regime-switching diffusion and has continuous sample paths [41].”
On the stability of planar randomly switched systems (2012, methodology): “A similar model of switching linear evolutions is studied in [9], Chapter 8.”