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math.PR2025
Averaging principle for jump processes depending on fast ergodic dynamics
Vincent Kagan, Edouard Strickler, Denis Villemonais
We consider a slow-fast stochastic process where the slow component is a jump process on a measurable index set whose transition rates depend on the position of the fast component.…
math.PR2025
Ergodicity and regularity properties of ODEs with semi-Markov switching
Tobias Hurth, Edouard Strickler
This paper is devoted to the study of a stochastic process obtained by random switching between a finite collection of vector fields. Such processes have recently been the focus of…
math.PR2023★ 1 cited
Asymptotic expansion of the invariant measurefor Markov-modulated ODEs at high frequency
Pierre Monmarché, Edouard Strickler
We consider time-inhomogeneous ODEs whose parameters are governed by an underlying ergodic Markov process. When this underlying process is accelerated by a factor $\varepsilon^{-1}…