Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity
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Publication:1934556
DOI10.1007/s11425-011-4281-yzbMath1274.60253MaRDI QIDQ1934556
Publication date: 29 January 2013
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-011-4281-y
linearization; jump-diffusion; uniform ergodicity; Poisson random measure; state-dependent switching; Feller property; sigma-finite characteristic measure
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
60J27: Continuous-time Markov processes on discrete state spaces
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