Moment bounds and geometric ergodicity of diffusions with random switching and unbounded transition rates

Document Details

Document Type
Pub Defense Publication
Publication Date
Nov 14, 2016
Source ID
10.1186/s40687-016-0089-2

Entities

People

  • Andrew J. Majda
  • Xin T Tong

Organizations

  • National University of Singapore
  • Office of Naval Research