Journal article 852 views 170 downloads
Stability of regime-switching processes under perturbation of transition rate matrices
Jinghai Shao,
Chenggui Yuan 
Nonlinear Analysis: Hybrid Systems, Volume: 33, Pages: 211 - 226
Swansea University Author:
Chenggui Yuan
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DOI (Published version): 10.1016/j.nahs.2019.02.009
Abstract
Stability of regime-switching processes under perturbation of transition rate matrices
| Published in: | Nonlinear Analysis: Hybrid Systems |
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| ISSN: | 1751-570X |
| Published: |
Elsevier BV
2019
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa49729 |
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| Keywords: |
Regime-switching diffusions; Stability; Wasserstein distance; Transition rate matrices |
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| College: |
Faculty of Science and Engineering |
| Start Page: |
211 |
| End Page: |
226 |