Periodic solutions of hybrid jump diffusion processes

DOI10.1007/s11464-021-0937-2zbMath1476.60148arXiv1911.07303OpenAlexW3163932866MaRDI QIDQ2238054

Xiao-Xia Guo, Wei Sun

Publication date: 29 October 2021

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.07303

zbMATH Keywords

periodic solutionhybrid systemirreducibilitystrong Feller propertyregime-switching jump diffusion

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Periodic solutions to ordinary differential equations (34C25) Jump processes on general state spaces (60J76)

Related Items (1)

Periodic measures for a class of SPDEs with regime-switching

Cites Work

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