On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes (Q5266531): Difference between revisions

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scientific article; zbMATH DE number 6726206

Language	Label	Description	Also known as
English	On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes	scientific article; zbMATH DE number 6726206

Statements

instance of

scholarly article

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title

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

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SIAM Journal on Control and Optimization

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publication date

7 June 2017

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full work available at URL

https://arxiv.org/abs/1702.01048

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zbMATH Keywords

jump diffusion processes

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switching

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Feller property

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strong Feller property

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exponential ergodicity

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MaRDI profile type

MaRDI publication profile

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cites work

Lévy Processes and Stochastic Calculus

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Q4650356

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Coupling methods for multidimensional diffusion processes

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Q4359973

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Exponential ergodicity for Markov processes with random switching

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Q3876158

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A classification of the second order degenerate elliptic operators and its probabilistic characterization

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Q3992729

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Q4002114

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Qualitative theory of stochastic dynamical systems - applications to life sciences

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Recurrence and invariant measures for degenerate diffusions

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Almost sure stability of linear stochastic differential equations with jumps

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Coupling of multidimensional diffusions by reflection

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Stochastic Differential Equations with Markovian Switching

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Markov chains and stochastic stability

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

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

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Gradient estimates for diffusion semigroups with singular coefficients

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Q4508926

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

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Stability and Recurrence of Regime-Switching Diffusion Processes

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Theory of stochastic differential equations with jumps and applications.

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Q4693053

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Regularity of semigroups generated by Lévy type operators via coupling

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Martingale problems for switched processes

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Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.

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Feller property and exponential ergodicity of diffusion processes with state-dependent switching

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On the stability of jump-diffusions with Markovian switching

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Asymptotic properties of jump-diffusion processes with state-dependent switching

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Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity

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On the stability of diffusion processes with state-dependent switching

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On the uniqueness of solutions of stochastic differential equations

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Hybrid switching diffusions. Properties and applications

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Optimal control of the risk process in a regime-switching environment

0 references

Feynman–Kac formulas for regime-switching jump diffusions and their applications

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Identifiers

zbMATH Open document ID

1366.60101

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DOI

10.1137/16M1087837

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5266531

@@ Property / arXiv ID @@
+.01048
@@ Property / arXiv ID: 1702.01048 / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Q4650356
@@ Property / cites work: Q4650356 / rank @@
+Normal rank
@@ Property / cites work @@
+Coupling methods for multidimensional diffusion processes
+Normal rank
@@ Property / cites work @@
+Q4359973
@@ Property / cites work: Q4359973 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential ergodicity for Markov processes with random switching
+Normal rank
@@ Property / cites work @@
+Q3876158
@@ Property / cites work: Q3876158 / rank @@
+Normal rank
@@ Property / cites work @@
+A classification of the second order degenerate elliptic operators and its probabilistic characterization
+Normal rank
@@ Property / cites work @@
+Q3992729
@@ Property / cites work: Q3992729 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Qualitative theory of stochastic dynamical systems - applications to life sciences
+Normal rank
@@ Property / cites work @@
+Recurrence and invariant measures for degenerate diffusions
+Normal rank
@@ Property / cites work @@
+Almost sure stability of linear stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Coupling of multidimensional diffusions by reflection
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations with Markovian Switching
+Normal rank
@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
+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 @@
+Gradient estimates for diffusion semigroups with singular coefficients
+Normal rank
@@ Property / cites work @@
+Q4508926
@@ Property / cites work: Q4508926 / rank @@
+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 @@
+Stability and Recurrence of Regime-Switching Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Theory of stochastic differential equations with jumps and applications.
+Normal rank
@@ Property / cites work @@
+Q4693053
@@ Property / cites work: Q4693053 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularity of semigroups generated by Lévy type operators via coupling
+Normal rank
@@ Property / cites work @@
+Martingale problems for switched processes
@@ Property / cites work: Martingale problems for switched processes / rank @@
+Normal rank
@@ Property / cites work @@
+Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
+Normal rank
@@ Property / cites work @@
+Feller property and exponential ergodicity of diffusion processes with state-dependent switching
+Normal rank
@@ Property / cites work @@
+On the stability of jump-diffusions with Markovian switching
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of jump-diffusion processes with state-dependent switching
+Normal rank
@@ Property / cites work @@
+Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity
+Normal rank
@@ Property / cites work @@
+On the stability of diffusion processes with state-dependent switching
+Normal rank
@@ Property / cites work @@
+On the uniqueness of solutions of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Hybrid switching diffusions. Properties and applications
+Normal rank
@@ Property / cites work @@
+Optimal control of the risk process in a regime-switching environment
+Normal rank
@@ Property / cites work @@
+Feynman–Kac formulas for regime-switching jump diffusions and their applications
+Normal rank
@@ Property / OpenAlex ID @@
+W2586487367
@@ Property / OpenAlex ID: W2586487367 / rank @@
+Normal rank