On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes (Q2061205): Difference between revisions

Latest revision as of 11:38, 27 July 2024

scientific article

Language	Label	Description	Also known as
English	On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes	scientific article

Statements

instance of

scholarly article

0 references

title

On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes (English)

0 references

0 references

0 references

Nonlinear Analysis. Hybrid Systems

0 references

publication date

13 December 2021

0 references

full work available at URL

https://arxiv.org/abs/2002.01422

0 references

zbMATH Keywords

regime-switching jump diffusion

0 references

Feller property

0 references

strong Feller property

0 references

irreducibility

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Stock Trading: An Optimal Selling Rule

0 references

Extinction and permanence in a stochastic SIRS model in regime-switching with general incidence rate

0 references

Stochastic Differential Equations with Markovian Switching

0 references

Ergodicity of regime-switching diffusions in Wasserstein distances

0 references

Stability and Recurrence of Regime-Switching Diffusion Processes

0 references

Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space

0 references

Hybrid switching diffusions. Properties and applications

0 references

Q5342182

0 references

Stability of Markovian processes I: criteria for discrete-time Chains

0 references

Stability of Markovian processes II: continuous-time processes and sampled chains

0 references

Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes

0 references

On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes

0 references

Certain properties related to well posedness of switching diffusions

0 references

Regime-switching jump diffusions with non-Lipschitz coefficients and countably many switching states: existence and uniqueness, Feller, and strong Feller properties

0 references

Gradient estimates for diffusion semigroups with singular coefficients

0 references

Second order PDE's in finite and infinite dimension

0 references

Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients

0 references

Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity

0 references

Strong Feller property and irreducibility for diffusions on Hilbert spaces

0 references

Coupling methods for multidimensional diffusion processes

0 references

Stability of a random diffusion with nonlinear drift

0 references

Positive Operators on C(X)

0 references

Theory of stochastic differential equations with jumps and applications.

0 references

Identifiers

DOI

10.1016/j.nahs.2020.100946

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2061205

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3049501016
@@ Property / OpenAlex ID: W3049501016 / rank @@
+Normal rank
@@ Property / cites work @@
+Stock Trading: An Optimal Selling Rule
@@ Property / cites work: Stock Trading: An Optimal Selling Rule / rank @@
+Normal rank
@@ Property / cites work @@
+Extinction and permanence in a stochastic SIRS model in regime-switching with general incidence rate
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations with Markovian Switching
+Normal rank
@@ Property / cites work @@
+Ergodicity of regime-switching diffusions in Wasserstein distances
+Normal rank
@@ Property / cites work @@
+Stability and Recurrence of Regime-Switching Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite  State Space
+Normal rank
@@ Property / cites work @@
+Hybrid switching diffusions. Properties and applications
+Normal rank
@@ Property / cites work @@
+Q5342182
@@ Property / cites work: Q5342182 / rank @@
+Normal rank
@@ Property / cites work @@
+Stability of Markovian processes I: criteria for discrete-time Chains
+Normal rank
@@ Property / cites work @@
+Stability of Markovian processes II: continuous-time processes and sampled chains
+Normal rank
@@ Property / cites work @@
+Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
+Normal rank
@@ Property / cites work @@
+On Feller and  Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable  Regimes
+Normal rank
@@ Property / cites work @@
+Certain properties related to well posedness of switching diffusions
+Normal rank
@@ Property / cites work @@
+Regime-switching jump diffusions with non-Lipschitz coefficients and countably many switching states: existence and uniqueness, Feller, and strong Feller properties
+Normal rank
@@ Property / cites work @@
+Gradient estimates for diffusion semigroups with singular coefficients
+Normal rank
@@ Property / cites work @@
+Second order PDE's in finite and infinite dimension
+Normal rank
@@ Property / cites work @@
+Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity
+Normal rank
@@ Property / cites work @@
+Strong Feller property and irreducibility for diffusions on Hilbert spaces
+Normal rank
@@ Property / cites work @@
+Coupling methods for multidimensional diffusion processes
+Normal rank
@@ Property / cites work @@
+Stability of a random diffusion with nonlinear drift
+Normal rank
@@ Property / cites work @@
+Positive Operators on C(X)
@@ Property / cites work: Positive Operators on C(X) / rank @@
+Normal rank
@@ Property / cites work @@
+Theory of stochastic differential equations with jumps and applications.
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2061205