Feller property for a special hybrid jump-diffusion model

DOI10.1155/2014/412848zbMath1406.93375OpenAlexW2007865629WikidataQ59037629 ScholiaQ59037629MaRDI QIDQ1724069

Jinying Tong

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/412848

zbMATH Keywords

stochastic stabilityFeller propertyhybrid jump-diffusion model

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transformations (93B17) Stochastic stability in control theory (93E15) Control/observation systems governed by ordinary differential equations (93C15) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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