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

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

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instance of

scholarly article

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title

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

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Nonlinear Analysis. Hybrid Systems

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publication date

13 December 2021

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full work available at URL

https://arxiv.org/abs/2002.01422

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zbMATH Keywords

regime-switching jump diffusion

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Feller property

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strong Feller property

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irreducibility

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MaRDI profile type

MaRDI publication profile

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cites work

Stock Trading: An Optimal Selling Rule

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

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Stochastic Differential Equations with Markovian Switching

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Ergodicity of regime-switching diffusions in Wasserstein distances

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Stability and Recurrence of Regime-Switching Diffusion Processes

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

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Hybrid switching diffusions. Properties and applications

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Q5342182

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

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

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Certain properties related to well posedness of switching diffusions

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

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Gradient estimates for diffusion semigroups with singular coefficients

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Second order PDE's in finite and infinite dimension

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Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients

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

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Strong Feller property and irreducibility for diffusions on Hilbert spaces

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Coupling methods for multidimensional diffusion processes

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Stability of a random diffusion with nonlinear drift

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Positive Operators on C(X)

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Theory of stochastic differential equations with jumps and applications.

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Identifiers

DOI

10.1016/j.nahs.2020.100946

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2061205

@@ 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