Martingale problems for switched processes

DOI10.1002/mana.201200252zbMath1314.60141MaRDI QIDQ5495898

Jie Ming Wang

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

zbMATH Keywords

martingale problem; strong Markov process; switched process; weak convergence of solutions of martingale problems; weakly coupled operator

Mathematics Subject Classification ID

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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