Articles with "switching diffusions" as a keyword



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Joint Distributions of Functionals of the Telegraph Process and Switching Diffusions

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Published in 2020 at "Journal of Mathematical Sciences"

DOI: 10.1007/s10958-020-04645-z

Abstract: The paper deals with methods of computation of joint distributions of functionals of the telegraph process and switching diffusions. A switching between two collections of diffusion coefficients happens at Poisson time moments that are independent… read more here.

Keywords: switching diffusions; distributions functionals; process switching; functionals telegraph ... See more keywords
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Razumikhin method to stability of delay coupled systems with hybrid switching diffusions

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Published in 2020 at "Nonlinear Analysis: Hybrid Systems"

DOI: 10.1016/j.nahs.2020.100934

Abstract: Abstract Delay coupled systems have received a great deal of attention in recent years. However, delay coupled systems with hybrid switching diffusions (DCSHSD) have rarely been discussed and are still important. Thus, this paper is… read more here.

Keywords: hybrid switching; switching diffusions; delay coupled; systems hybrid ... See more keywords