No Cover Image

Journal article 847 views 170 downloads

Stability of regime-switching processes under perturbation of transition rate matrices

Jinghai Shao, Chenggui Yuan Orcid Logo

Nonlinear Analysis: Hybrid Systems, Volume: 33, Pages: 211 - 226

Swansea University Author: Chenggui Yuan Orcid Logo

  • 49729.pdf

    PDF | Accepted Manuscript

    Released under the terms of a Creative Commons Attribution Non-Commercial No Derivatives License (CC-BY-NC-ND).

    Download (379.63KB)

Check full text

DOI (Published version): 10.1016/j.nahs.2019.02.009

Published in: Nonlinear Analysis: Hybrid Systems
ISSN: 1751-570X
Published: Elsevier BV 2019
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa49729
Tags: Add Tag
No Tags, Be the first to tag this record!
first_indexed 2019-03-27T11:22:09Z
last_indexed 2020-07-23T19:09:53Z
id cronfa49729
recordtype SURis
fullrecord <?xml version="1.0"?><rfc1807><datestamp>2020-07-23T18:22:11.4755328</datestamp><bib-version>v2</bib-version><id>49729</id><entry>2019-03-26</entry><title>Stability of regime-switching processes under perturbation of transition rate matrices</title><swanseaauthors><author><sid>22b571d1cba717a58e526805bd9abea0</sid><ORCID>0000-0003-0486-5450</ORCID><firstname>Chenggui</firstname><surname>Yuan</surname><name>Chenggui Yuan</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2019-03-26</date><deptcode>SMA</deptcode><abstract/><type>Journal Article</type><journal>Nonlinear Analysis: Hybrid Systems</journal><volume>33</volume><paginationStart>211</paginationStart><paginationEnd>226</paginationEnd><publisher>Elsevier BV</publisher><issnPrint>1751-570X</issnPrint><keywords>Regime-switching diffusions; Stability; Wasserstein distance; Transition rate matrices</keywords><publishedDay>1</publishedDay><publishedMonth>8</publishedMonth><publishedYear>2019</publishedYear><publishedDate>2019-08-01</publishedDate><doi>10.1016/j.nahs.2019.02.009</doi><url/><notes/><college>COLLEGE NANME</college><department>Mathematics</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>SMA</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2020-07-23T18:22:11.4755328</lastEdited><Created>2019-03-26T15:05:13.9365816</Created><path><level id="1">Faculty of Science and Engineering</level><level id="2">School of Mathematics and Computer Science - Mathematics</level></path><authors><author><firstname>Jinghai</firstname><surname>Shao</surname><order>1</order></author><author><firstname>Chenggui</firstname><surname>Yuan</surname><orcid>0000-0003-0486-5450</orcid><order>2</order></author></authors><documents><document><filename>0049729-28032019102431.pdf</filename><originalFilename>49729.pdf</originalFilename><uploaded>2019-03-28T10:24:31.4030000</uploaded><type>Output</type><contentLength>354051</contentLength><contentType>application/pdf</contentType><version>Accepted Manuscript</version><cronfaStatus>true</cronfaStatus><embargoDate>2020-03-15T00:00:00.0000000</embargoDate><documentNotes>Released under the terms of a Creative Commons Attribution Non-Commercial No Derivatives License (CC-BY-NC-ND).</documentNotes><copyrightCorrect>true</copyrightCorrect><language>eng</language></document></documents><OutputDurs/></rfc1807>
spelling 2020-07-23T18:22:11.4755328 v2 49729 2019-03-26 Stability of regime-switching processes under perturbation of transition rate matrices 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2019-03-26 SMA Journal Article Nonlinear Analysis: Hybrid Systems 33 211 226 Elsevier BV 1751-570X Regime-switching diffusions; Stability; Wasserstein distance; Transition rate matrices 1 8 2019 2019-08-01 10.1016/j.nahs.2019.02.009 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2020-07-23T18:22:11.4755328 2019-03-26T15:05:13.9365816 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Jinghai Shao 1 Chenggui Yuan 0000-0003-0486-5450 2 0049729-28032019102431.pdf 49729.pdf 2019-03-28T10:24:31.4030000 Output 354051 application/pdf Accepted Manuscript true 2020-03-15T00:00:00.0000000 Released under the terms of a Creative Commons Attribution Non-Commercial No Derivatives License (CC-BY-NC-ND). true eng
title Stability of regime-switching processes under perturbation of transition rate matrices
spellingShingle Stability of regime-switching processes under perturbation of transition rate matrices
Chenggui Yuan
title_short Stability of regime-switching processes under perturbation of transition rate matrices
title_full Stability of regime-switching processes under perturbation of transition rate matrices
title_fullStr Stability of regime-switching processes under perturbation of transition rate matrices
title_full_unstemmed Stability of regime-switching processes under perturbation of transition rate matrices
title_sort Stability of regime-switching processes under perturbation of transition rate matrices
author_id_str_mv 22b571d1cba717a58e526805bd9abea0
author_id_fullname_str_mv 22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan
author Chenggui Yuan
author2 Jinghai Shao
Chenggui Yuan
format Journal article
container_title Nonlinear Analysis: Hybrid Systems
container_volume 33
container_start_page 211
publishDate 2019
institution Swansea University
issn 1751-570X
doi_str_mv 10.1016/j.nahs.2019.02.009
publisher Elsevier BV
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
document_store_str 1
active_str 0
published_date 2019-08-01T04:00:56Z
_version_ 1763753125247713280
score 11.035349

Similar Items