Martingale problems for switched processes
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Publication:5495898
DOI10.1002/mana.201200252zbMath1314.60141MaRDI QIDQ5495898
Publication date: 7 August 2014
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.201200252
martingale problem; strong Markov process; switched process; weak convergence of solutions of martingale problems; weakly coupled operator
60J25: Continuous-time Markov processes on general state spaces
60G48: Generalizations of martingales
60J60: Diffusion processes
60B10: Convergence of probability measures
Related Items
On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes, On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators, Properties of switching jump diffusions: maximum principles and Harnack inequalities, On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching, Recurrence and ergodicity for A class of regime-switching jump diffusions, Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations
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