Strong feller property and irreducibility of diffusions with jumps

DOI10.1080/17442509908834206zbMATH Open0936.60070OpenAlexW2024711474MaRDI QIDQ4700352FDOQ4700352

Authors: Youngmee Kwon, Chanho Lee 

Publication date: 9 May 2000

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509908834206

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zbMATH Keywords

irreducibilitystrong Feller propertydiffusion with jump

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Diffusion processes (60J60)

Cites Work

• Title not available (Why is that?)
• Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
• Strong Feller property and irreducibility for diffusions on Hilbert spaces

Cited In (21)

• Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues
• Local \(M\)-estimation for jump-diffusion processes
• Title not available (Why is that?)
• Large deviations for invariant measures of stochastic differential equations with jumps
• Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps
• Periodic homogenization of a Lévy-type process with small jumps
• Jump‐robust testing of volatility functions in continuous time models
• Subexponential upper and lower bounds in Wasserstein distance for Markov processes
• Strong Feller properties for degenerate SDEs with jumps
• Strong Feller property for SDEs driven by multiplicative cylindrical stable noise
• Infinite horizon stopping problems with (nearly) total reward criteria
• Regularity of semigroups generated by Lévy type operators via coupling
• Feller processes with fast explosion
• Criteria for ergodicity of Lévy type operators in dimension one
• Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients
• On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes
• On sub-geometric ergodicity of diffusion processes
• On recurrence and transience of two-dimensional Lévy and Lévy-type processes
• Algebraic ergodicity for SDEs driven by Lévy processes
• The strong Feller property of switching jump-diffusion processes
• Irreducibility and strong Feller property for non-linear SPDEs

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