1

Stability and Recurrence of Regime-Switching Diffusion Processes

Year:
2014
Language:
english
File:
PDF, 317 KB
english, 2014
2

Criteria for transience and recurrence of regime-switching diffusion processes

Year:
2015
Language:
english
File:
PDF, 326 KB
english, 2015
4

Wasserstein space over the Wiener space

Year:
2010
Language:
english
File:
PDF, 302 KB
english, 2010
5

Strong ergodicity of the regime-switching diffusion processes

Year:
2013
Language:
english
File:
PDF, 245 KB
english, 2013
6

Variational formula for the stability of regime-switching diffusion processes

Year:
2018
Language:
english
File:
PDF, 277 KB
english, 2018
7

Transportation cost inequalities on path and loop groups

Year:
2005
Language:
english
File:
PDF, 331 KB
english, 2005
8

Optimal transport maps for Monge–Kantorovich problem on loop groups

Year:
2007
Language:
english
File:
PDF, 280 KB
english, 2007
9

Modified Logarithmic Sobolev Inequalities and Transportation Cost Inequalities in ℝn

Year:
2009
Language:
english
File:
PDF, 468 KB
english, 2009
10

Harnack inequalities and heat kernel estimates for SDEs with singular drifts

Year:
2013
Language:
english
File:
PDF, 256 KB
english, 2013
11

Successful couplings for diffusion processes with state-dependent switching

Year:
2013
Language:
english
File:
PDF, 201 KB
english, 2013
12

Permanence and Extinction of Regime-Switching Predator-Prey Models

Year:
2016
Language:
english
File:
PDF, 206 KB
english, 2016
16

Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching

Year:
2019
Language:
english
File:
PDF, 220 KB
english, 2019
19

Hamilton–Jacobi semi-groups in infinite dimensional spaces

Year:
2006
Language:
english
File:
PDF, 205 KB
english, 2006
20

Transportation cost inequalities for Wasserstein diffusions

Year:
2011
Language:
english
File:
PDF, 144 KB
english, 2011
22

From the heat measure to the pinned Wiener measure on loop groups

Year:
2011
Language:
english
File:
PDF, 143 KB
english, 2011
23

Fokker–Planck equation with respect to heat measures on loop groups

Year:
2011
Language:
english
File:
PDF, 190 KB
english, 2011
24

Measure-valued continuous curves and processes in total variation norm

Year:
2012
Language:
english
File:
PDF, 276 KB
english, 2012
28

Ergodicity of one-dimensional regime-switching diffusion processes

Year:
2014
Language:
english
File:
PDF, 156 KB
english, 2014
29

Ergodicity of regime-switching diffusions in Wasserstein distances

Year:
2015
Language:
english
File:
PDF, 285 KB
english, 2015
31

First passage probabilities of one-dimensional diffusion processes

Year:
2015
Language:
english
File:
PDF, 236 KB
english, 2015
33

Estimates of the Exit Probability for Two Correlated Brownian Motions

Year:
2013
Language:
english
File:
PDF, 128 KB
english, 2013
34

Approximation of Invariant Measures for Regime-switching Diffusions

Year:
2016
Language:
english
File:
PDF, 438 KB
english, 2016