Asymptotic properties of jump-diffusion processes with state-dependent switching

DOI10.1016/j.spa.2008.11.001zbMath1191.60091OpenAlexW2053914635MaRDI QIDQ2389228

Fu-bao Xi

Publication date: 15 July 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2008.11.001

zbMATH Keywords

Radon-Nikodym derivativeexponential ergodicitystate-dependent switchingjump diffusionFeller continuitystrong Feller continuityauxiliary process

Mathematics Subject Classification ID

Diffusion processes (60J60) Global stability of solutions to ordinary differential equations (34D23) Continuous-time Markov processes on discrete state spaces (60J27)

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