Properties of switching jump diffusions: maximum principles and Harnack inequalities
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Publication:1740518
DOI10.3150/17-BEJ1012zbMath1440.60075arXiv1810.00310OpenAlexW2963220151WikidataQ128300057 ScholiaQ128300057MaRDI QIDQ1740518
Zhen-Qing Chen, George Yin, Xiao Shan Chen, Ky Quan Tran
Publication date: 30 April 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.00310
Related Items (12)
Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps ⋮ Stability in distribution and stabilization of switching jump diffusions ⋮ Stochastic Kolmogorov systems driven by wideband noises ⋮ Stability of stochastic functional differential equations with random switching and applications ⋮ A survey of numerical solutions for stochastic control problems: some recent progress ⋮ Periodic homogenization of a class of weakly coupled systems of linear PDEs ⋮ Stability of coupled jump diffusions and applications ⋮ Numerical Methods for Controlled Switching Diffusions ⋮ Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model ⋮ Periodic solutions of hybrid jump diffusion processes ⋮ Population dynamics driven by truncated stable processes with Markovian switching ⋮ Recurrence and ergodicity for A class of regime-switching jump diffusions
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