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

Gespeichert in:

Autor*in:	Zhai, Yafei [verfasserIn] Xi, Fubao [verfasserIn]

Format:	E-Artikel
Sprache:	Englisch

Erschienen:	2023

Schlagwörter:	Stochastic functional differential equation Markovian switching Exponential ergodicity Invariant measure Wasserstein distance

Übergeordnetes Werk:	Enthalten in: Journal of mathematical analysis and applications - Amsterdam [u.a.] : Elsevier, 1960, 534
Übergeordnetes Werk:	volume:534

DOI / URN:	10.1016/j.jmaa.2023.128030

Katalog-ID:	ELV066851386

Internformat


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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
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912			\|a GBV_ILN_40
912			\|a GBV_ILN_60
912			\|a GBV_ILN_62
912			\|a GBV_ILN_63
912			\|a GBV_ILN_69
912			\|a GBV_ILN_70
912			\|a GBV_ILN_73
912			\|a GBV_ILN_74
912			\|a GBV_ILN_90
912			\|a GBV_ILN_95
912			\|a GBV_ILN_100
912			\|a GBV_ILN_105
912			\|a GBV_ILN_110
912			\|a GBV_ILN_150
912			\|a GBV_ILN_151
912			\|a GBV_ILN_187
912			\|a GBV_ILN_213
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
912			\|a GBV_ILN_2007
912			\|a GBV_ILN_2008
912			\|a GBV_ILN_2009
912			\|a GBV_ILN_2010
912			\|a GBV_ILN_2011
912			\|a GBV_ILN_2014
912			\|a GBV_ILN_2015
912			\|a GBV_ILN_2020
912			\|a GBV_ILN_2021
912			\|a GBV_ILN_2025
912			\|a GBV_ILN_2026
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

Indexfelder

author_variant	y z yz f x fx
matchkey_str	article:10960813:2023----::xoetaegdctfrtcatcucinlifrnilqai
hierarchy_sort_str	2023
bklnumber	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
allfieldsSound	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
language	English
source	Enthalten in Journal of mathematical analysis and applications 534 volume:534
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topic_facet	Stochastic functional differential equation Markovian switching Exponential ergodicity Invariant measure Wasserstein distance
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author	Zhai, Yafei
spellingShingle	Zhai, Yafei ddc 510 bkl 31.00 misc Stochastic functional differential equation misc Markovian switching misc Exponential ergodicity misc Invariant measure misc Wasserstein distance Exponential ergodicity for stochastic functional differential equations with Markovian switching
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topic_title	510 VZ 31.00 bkl Exponential ergodicity for stochastic functional differential equations with Markovian switching Stochastic functional differential equation Markovian switching Exponential ergodicity Invariant measure Wasserstein distance
topic	ddc 510 bkl 31.00 misc Stochastic functional differential equation misc Markovian switching misc Exponential ergodicity misc Invariant measure misc Wasserstein distance
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title	Exponential ergodicity for stochastic functional differential equations with Markovian switching
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title_full	Exponential ergodicity for stochastic functional differential equations with Markovian switching
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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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up_date	2024-07-06T19:13:26.129Z
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fullrecord_marcxml	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01000naa a22002652 4500</leader><controlfield tag="001">ELV066851386</controlfield><controlfield tag="003">DE-627</controlfield><controlfield tag="005">20240203093301.0</controlfield><controlfield tag="007">cr uuu---uuuuu</controlfield><controlfield tag="008">240203s2023 xx \|\|\|\|\|o 00\| \|\|eng c</controlfield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1016/j.jmaa.2023.128030</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-627)ELV066851386</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ELSEVIER)S0022-247X(23)01033-8</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-627</subfield><subfield code="b">ger</subfield><subfield code="c">DE-627</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1=" " ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="082" ind1="0" ind2="4"><subfield code="a">510</subfield><subfield code="q">VZ</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">31.00</subfield><subfield code="2">bkl</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Zhai, Yafei</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Exponential ergodicity for stochastic functional differential equations with Markovian switching</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2023</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">nicht spezifiziert</subfield><subfield code="b">zzz</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">Computermedien</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">Online-Ressource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="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. 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Exponential ergodicity for stochastic functional differential equations with Markovian switching

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