Strong feller property and irreducibility of diffusions with jumps

DOI10.1080/17442509908834206zbMath0936.60070OpenAlexW2024711474MaRDI QIDQ4700352

Chanho Lee, Youngmee Kwon

Publication date: 9 May 2000

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509908834206

zbMATH Keywords

irreducibilitystrong Feller propertydiffusion with jump

Mathematics Subject Classification ID

Diffusion processes (60J60) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (14)

Algebraic ergodicity for SDEs driven by Lévy processes ⋮ Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps ⋮ Large deviations for invariant measures of stochastic differential equations with jumps ⋮ Subexponential upper and lower bounds in Wasserstein distance for Markov processes ⋮ Jump‐robust testing of volatility functions in continuous time models ⋮ On recurrence and transience of two-dimensional Lévy and Lévy-type processes ⋮ Local \(M\)-estimation for jump-diffusion processes ⋮ On sub-geometric ergodicity of diffusion processes ⋮ Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients ⋮ Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues ⋮ Criteria for ergodicity of Lévy type operators in dimension one ⋮ Periodic homogenization of a Lévy-type process with small jumps ⋮ Regularity of semigroups generated by Lévy type operators via coupling ⋮ Infinite horizon stopping problems with (nearly) total reward criteria

Cites Work

• Unnamed Item
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations

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