Strong solutions and strong Feller properties for regime-switching diffusion processes in an infinite state space
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Publication:2942286
Abstract: We establish the existence and pathwise uniqueness of regime-switching diffusion processes in an infinite state space, which could be time-inhomogeneous and state-dependent. Then the strong Feller properties of these processes are investigated by using the theory of parabolic differential equations and dimensional-free Harnack inequalities.
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Cited in
(37)- On invariant probability measures of regime-switching diffusion processes with singular drifts
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