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JOURNALS // Problemy Peredachi Informatsii

Probl. Peredachi Inf., 2012, Volume 48, Issue 3, Pages 70–82 (Mi ppi2087)

Stability of regime-switching stochastic differential equations
R. Z. Khasminskii

This publication is cited in the following articles:
  1. Alexander Veretennikov, “On higher order moments and rates of convergence for SDEs with switching”, Mosc. Math. J., 24:1 (2024), 107–124  mathnet
  2. Yueying Liu, Zhen Wang, Xiangyun Lin, “Non-Zero Sum Nash Game for Discrete-Time Infinite Markov Jump Stochastic Systems with Applications”, Axioms, 12:9 (2023), 882  crossref
  3. Alexander Veretennikov, “Positive recurrence of a solution of an SDE with variable switching intensities”, Stoch PDE: Anal Comp, 10:3 (2022), 1165  crossref
  4. Zheng Z., Honnappa H., Glynn P.W., “Technical Note-Approximating Systems Fed By Poisson Processes With Rapidly Changing Arrival Rates”, Oper. Res., 69:5 (2021), 1566–1574  crossref  mathscinet  zmath  isi  scopus
  5. Arapostathis A., Pang G., Zheng Y., “Exponential Ergodicity and Steady-State Approximations For a Class of Markov Processes Under Fast Regime Switching”, Adv. Appl. Probab., 53:1 (2021), 1–29  crossref  mathscinet  zmath  isi  scopus
  6. Alexander Veretennikov, Springer Proceedings in Mathematics & Statistics, 371, Recent Developments in Stochastic Methods and Applications, 2021, 242  crossref
  7. N. V. Smorodina, M. M. Faddeev, “Predelnaya teorema dlya diffuzionnykh protsessov s pereklyucheniyami”, Veroyatnost i statistika. 29, Zap. nauchn. sem. POMI, 495, POMI, SPb., 2020, 267–276  mathnet
  8. Alexandru Hening, Dang H. Nguyen, “Coexistence and extinction for stochastic Kolmogorov systems”, Ann. Appl. Probab., 28:3 (2018)  crossref
  9. Wei Ni, Dongya Zhao, Yuanhua Ni, Xiaoli Wang, “Stochastic averaging approach to leader-following consensus of linear multi-agent systems”, Journal of the Franklin Institute, 353:12 (2016), 2650  crossref


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