Exponential ergodicity for stochastic functional differential equations with Markovian switching
This paper investigates exponential ergodicity for several kinds of stochastic functional differential equations (SFDEs) with Markovian switching. Firstly, we derive exponential ergodicity for SFDEs with Markovian switching using the Krylov-Bogoliubov theorem in the space C...
Ausführliche Beschreibung
Autor*in: |
Zhai, Yafei [verfasserIn] Xi, Fubao [verfasserIn] |
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Format: |
E-Artikel |
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Sprache: |
Englisch |
Erschienen: |
2023 |
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Schlagwörter: |
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Übergeordnetes Werk: |
Enthalten in: Journal of mathematical analysis and applications - Amsterdam [u.a.] : Elsevier, 1960, 534 |
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Übergeordnetes Werk: |
volume:534 |
DOI / URN: |
10.1016/j.jmaa.2023.128030 |
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Katalog-ID: |
ELV066851386 |
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245 | 1 | 0 | |a Exponential ergodicity for stochastic functional differential equations with Markovian switching |
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520 | |a This paper investigates exponential ergodicity for several kinds of stochastic functional differential equations (SFDEs) with Markovian switching. Firstly, we derive exponential ergodicity for SFDEs with Markovian switching using the Krylov-Bogoliubov theorem in the space C equipped with the uniform topology. Then, we obtain exponential ergodicity for neutral SFDEs with Markovian switching by making use of M-matrix theory and a generalized Razumikhin-type argument. Finally, we focus on SFDEs driven by Lévy processes with Markovian switching and prove exponential ergodicity through the Kurtz criterion of tightness for the space D endowed with the Skorohod topology. A concrete example is also given to illustrate our main results. | ||
650 | 4 | |a Stochastic functional differential equation | |
650 | 4 | |a Markovian switching | |
650 | 4 | |a Exponential ergodicity | |
650 | 4 | |a Invariant measure | |
650 | 4 | |a Wasserstein distance | |
700 | 1 | |a Xi, Fubao |e verfasserin |4 aut | |
773 | 0 | 8 | |i Enthalten in |t Journal of mathematical analysis and applications |d Amsterdam [u.a.] : Elsevier, 1960 |g 534 |h Online-Ressource |w (DE-627)266886922 |w (DE-600)1468566-8 |w (DE-576)103373101 |x 1096-0813 |7 nnns |
773 | 1 | 8 | |g volume:534 |
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912 | |a GBV_ILN_110 | ||
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912 | |a GBV_ILN_224 | ||
912 | |a GBV_ILN_230 | ||
912 | |a GBV_ILN_370 | ||
912 | |a GBV_ILN_602 | ||
912 | |a GBV_ILN_702 | ||
912 | |a GBV_ILN_2001 | ||
912 | |a GBV_ILN_2003 | ||
912 | |a GBV_ILN_2004 | ||
912 | |a GBV_ILN_2005 | ||
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912 | |a GBV_ILN_2027 | ||
912 | |a GBV_ILN_2034 | ||
912 | |a GBV_ILN_2044 | ||
912 | |a GBV_ILN_2048 | ||
912 | |a GBV_ILN_2049 | ||
912 | |a GBV_ILN_2050 | ||
912 | |a GBV_ILN_2055 | ||
912 | |a GBV_ILN_2056 | ||
912 | |a GBV_ILN_2059 | ||
912 | |a GBV_ILN_2061 | ||
912 | |a GBV_ILN_2064 | ||
912 | |a GBV_ILN_2088 | ||
912 | |a GBV_ILN_2106 | ||
912 | |a GBV_ILN_2110 | ||
912 | |a GBV_ILN_2111 | ||
912 | |a GBV_ILN_2112 | ||
912 | |a GBV_ILN_2122 | ||
912 | |a GBV_ILN_2129 | ||
912 | |a GBV_ILN_2143 | ||
912 | |a GBV_ILN_2152 | ||
912 | |a GBV_ILN_2153 | ||
912 | |a GBV_ILN_2190 | ||
912 | |a GBV_ILN_2232 | ||
912 | |a GBV_ILN_2336 | ||
912 | |a GBV_ILN_2470 | ||
912 | |a GBV_ILN_2507 | ||
912 | |a GBV_ILN_4012 | ||
912 | |a GBV_ILN_4035 | ||
912 | |a GBV_ILN_4037 | ||
912 | |a GBV_ILN_4112 | ||
912 | |a GBV_ILN_4125 | ||
912 | |a GBV_ILN_4126 | ||
912 | |a GBV_ILN_4242 | ||
912 | |a GBV_ILN_4249 | ||
912 | |a GBV_ILN_4251 | ||
912 | |a GBV_ILN_4305 | ||
912 | |a GBV_ILN_4306 | ||
912 | |a GBV_ILN_4307 | ||
912 | |a GBV_ILN_4313 | ||
912 | |a GBV_ILN_4322 | ||
912 | |a GBV_ILN_4323 | ||
912 | |a GBV_ILN_4324 | ||
912 | |a GBV_ILN_4325 | ||
912 | |a GBV_ILN_4326 | ||
912 | |a GBV_ILN_4333 | ||
912 | |a GBV_ILN_4334 | ||
912 | |a GBV_ILN_4335 | ||
912 | |a GBV_ILN_4338 | ||
912 | |a GBV_ILN_4367 | ||
912 | |a GBV_ILN_4393 | ||
912 | |a GBV_ILN_4700 | ||
936 | b | k | |a 31.00 |j Mathematik: Allgemeines |q VZ |
951 | |a AR | ||
952 | |d 534 |
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31.00 |
publishDate |
2023 |
allfields |
10.1016/j.jmaa.2023.128030 doi (DE-627)ELV066851386 (ELSEVIER)S0022-247X(23)01033-8 DE-627 ger DE-627 rda eng 510 VZ 31.00 bkl Zhai, Yafei verfasserin aut Exponential ergodicity for stochastic functional differential equations with Markovian switching 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier This paper investigates exponential ergodicity for several kinds of stochastic functional differential equations (SFDEs) with Markovian switching. Firstly, we derive exponential ergodicity for SFDEs with Markovian switching using the Krylov-Bogoliubov theorem in the space C equipped with the uniform topology. Then, we obtain exponential ergodicity for neutral SFDEs with Markovian switching by making use of M-matrix theory and a generalized Razumikhin-type argument. Finally, we focus on SFDEs driven by Lévy processes with Markovian switching and prove exponential ergodicity through the Kurtz criterion of tightness for the space D endowed with the Skorohod topology. A concrete example is also given to illustrate our main results. Stochastic functional differential equation Markovian switching Exponential ergodicity Invariant measure Wasserstein distance Xi, Fubao verfasserin aut Enthalten in Journal of mathematical analysis and applications Amsterdam [u.a.] : Elsevier, 1960 534 Online-Ressource (DE-627)266886922 (DE-600)1468566-8 (DE-576)103373101 1096-0813 nnns volume:534 GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines VZ AR 534 |
spelling |
10.1016/j.jmaa.2023.128030 doi (DE-627)ELV066851386 (ELSEVIER)S0022-247X(23)01033-8 DE-627 ger DE-627 rda eng 510 VZ 31.00 bkl Zhai, Yafei verfasserin aut Exponential ergodicity for stochastic functional differential equations with Markovian switching 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier This paper investigates exponential ergodicity for several kinds of stochastic functional differential equations (SFDEs) with Markovian switching. Firstly, we derive exponential ergodicity for SFDEs with Markovian switching using the Krylov-Bogoliubov theorem in the space C equipped with the uniform topology. Then, we obtain exponential ergodicity for neutral SFDEs with Markovian switching by making use of M-matrix theory and a generalized Razumikhin-type argument. Finally, we focus on SFDEs driven by Lévy processes with Markovian switching and prove exponential ergodicity through the Kurtz criterion of tightness for the space D endowed with the Skorohod topology. A concrete example is also given to illustrate our main results. Stochastic functional differential equation Markovian switching Exponential ergodicity Invariant measure Wasserstein distance Xi, Fubao verfasserin aut Enthalten in Journal of mathematical analysis and applications Amsterdam [u.a.] : Elsevier, 1960 534 Online-Ressource (DE-627)266886922 (DE-600)1468566-8 (DE-576)103373101 1096-0813 nnns volume:534 GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines VZ AR 534 |
allfields_unstemmed |
10.1016/j.jmaa.2023.128030 doi (DE-627)ELV066851386 (ELSEVIER)S0022-247X(23)01033-8 DE-627 ger DE-627 rda eng 510 VZ 31.00 bkl Zhai, Yafei verfasserin aut Exponential ergodicity for stochastic functional differential equations with Markovian switching 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier This paper investigates exponential ergodicity for several kinds of stochastic functional differential equations (SFDEs) with Markovian switching. Firstly, we derive exponential ergodicity for SFDEs with Markovian switching using the Krylov-Bogoliubov theorem in the space C equipped with the uniform topology. Then, we obtain exponential ergodicity for neutral SFDEs with Markovian switching by making use of M-matrix theory and a generalized Razumikhin-type argument. Finally, we focus on SFDEs driven by Lévy processes with Markovian switching and prove exponential ergodicity through the Kurtz criterion of tightness for the space D endowed with the Skorohod topology. A concrete example is also given to illustrate our main results. Stochastic functional differential equation Markovian switching Exponential ergodicity Invariant measure Wasserstein distance Xi, Fubao verfasserin aut Enthalten in Journal of mathematical analysis and applications Amsterdam [u.a.] : Elsevier, 1960 534 Online-Ressource (DE-627)266886922 (DE-600)1468566-8 (DE-576)103373101 1096-0813 nnns volume:534 GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines VZ AR 534 |
allfieldsGer |
10.1016/j.jmaa.2023.128030 doi (DE-627)ELV066851386 (ELSEVIER)S0022-247X(23)01033-8 DE-627 ger DE-627 rda eng 510 VZ 31.00 bkl Zhai, Yafei verfasserin aut Exponential ergodicity for stochastic functional differential equations with Markovian switching 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier This paper investigates exponential ergodicity for several kinds of stochastic functional differential equations (SFDEs) with Markovian switching. Firstly, we derive exponential ergodicity for SFDEs with Markovian switching using the Krylov-Bogoliubov theorem in the space C equipped with the uniform topology. Then, we obtain exponential ergodicity for neutral SFDEs with Markovian switching by making use of M-matrix theory and a generalized Razumikhin-type argument. Finally, we focus on SFDEs driven by Lévy processes with Markovian switching and prove exponential ergodicity through the Kurtz criterion of tightness for the space D endowed with the Skorohod topology. A concrete example is also given to illustrate our main results. Stochastic functional differential equation Markovian switching Exponential ergodicity Invariant measure Wasserstein distance Xi, Fubao verfasserin aut Enthalten in Journal of mathematical analysis and applications Amsterdam [u.a.] : Elsevier, 1960 534 Online-Ressource (DE-627)266886922 (DE-600)1468566-8 (DE-576)103373101 1096-0813 nnns volume:534 GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines VZ AR 534 |
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10.1016/j.jmaa.2023.128030 doi (DE-627)ELV066851386 (ELSEVIER)S0022-247X(23)01033-8 DE-627 ger DE-627 rda eng 510 VZ 31.00 bkl Zhai, Yafei verfasserin aut Exponential ergodicity for stochastic functional differential equations with Markovian switching 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier This paper investigates exponential ergodicity for several kinds of stochastic functional differential equations (SFDEs) with Markovian switching. Firstly, we derive exponential ergodicity for SFDEs with Markovian switching using the Krylov-Bogoliubov theorem in the space C equipped with the uniform topology. Then, we obtain exponential ergodicity for neutral SFDEs with Markovian switching by making use of M-matrix theory and a generalized Razumikhin-type argument. Finally, we focus on SFDEs driven by Lévy processes with Markovian switching and prove exponential ergodicity through the Kurtz criterion of tightness for the space D endowed with the Skorohod topology. A concrete example is also given to illustrate our main results. Stochastic functional differential equation Markovian switching Exponential ergodicity Invariant measure Wasserstein distance Xi, Fubao verfasserin aut Enthalten in Journal of mathematical analysis and applications Amsterdam [u.a.] : Elsevier, 1960 534 Online-Ressource (DE-627)266886922 (DE-600)1468566-8 (DE-576)103373101 1096-0813 nnns volume:534 GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines VZ AR 534 |
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title_full |
Exponential ergodicity for stochastic functional differential equations with Markovian switching |
author_sort |
Zhai, Yafei |
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Journal of mathematical analysis and applications |
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Journal of mathematical analysis and applications |
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2023 |
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Zhai, Yafei Xi, Fubao |
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Elektronische Aufsätze |
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Zhai, Yafei |
doi_str_mv |
10.1016/j.jmaa.2023.128030 |
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510 |
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title_sort |
exponential ergodicity for stochastic functional differential equations with markovian switching |
title_auth |
Exponential ergodicity for stochastic functional differential equations with Markovian switching |
abstract |
This paper investigates exponential ergodicity for several kinds of stochastic functional differential equations (SFDEs) with Markovian switching. Firstly, we derive exponential ergodicity for SFDEs with Markovian switching using the Krylov-Bogoliubov theorem in the space C equipped with the uniform topology. Then, we obtain exponential ergodicity for neutral SFDEs with Markovian switching by making use of M-matrix theory and a generalized Razumikhin-type argument. Finally, we focus on SFDEs driven by Lévy processes with Markovian switching and prove exponential ergodicity through the Kurtz criterion of tightness for the space D endowed with the Skorohod topology. A concrete example is also given to illustrate our main results. |
abstractGer |
This paper investigates exponential ergodicity for several kinds of stochastic functional differential equations (SFDEs) with Markovian switching. Firstly, we derive exponential ergodicity for SFDEs with Markovian switching using the Krylov-Bogoliubov theorem in the space C equipped with the uniform topology. Then, we obtain exponential ergodicity for neutral SFDEs with Markovian switching by making use of M-matrix theory and a generalized Razumikhin-type argument. Finally, we focus on SFDEs driven by Lévy processes with Markovian switching and prove exponential ergodicity through the Kurtz criterion of tightness for the space D endowed with the Skorohod topology. A concrete example is also given to illustrate our main results. |
abstract_unstemmed |
This paper investigates exponential ergodicity for several kinds of stochastic functional differential equations (SFDEs) with Markovian switching. Firstly, we derive exponential ergodicity for SFDEs with Markovian switching using the Krylov-Bogoliubov theorem in the space C equipped with the uniform topology. Then, we obtain exponential ergodicity for neutral SFDEs with Markovian switching by making use of M-matrix theory and a generalized Razumikhin-type argument. Finally, we focus on SFDEs driven by Lévy processes with Markovian switching and prove exponential ergodicity through the Kurtz criterion of tightness for the space D endowed with the Skorohod topology. A concrete example is also given to illustrate our main results. |
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title_short |
Exponential ergodicity for stochastic functional differential equations with Markovian switching |
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Xi, Fubao |
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doi_str |
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up_date |
2024-07-06T19:13:26.129Z |
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