Regime-switching jump diffusions with non-Lipschitz coefficients and countably many switching states: existence and uniqueness, Feller, and strong Feller properties (Q2337444)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regime-switching jump diffusions with non-Lipschitz coefficients and countably many switching states: existence and uniqueness, Feller, and strong Feller properties |
scientific article |
Statements
Regime-switching jump diffusions with non-Lipschitz coefficients and countably many switching states: existence and uniqueness, Feller, and strong Feller properties (English)
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20 November 2019
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regime-switching jump diffusion
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non-Lipschitz condition
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Feller property
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strong Feller property
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