Feller property of regime-switching jump diffusion processes with hybrid jumps

DOI10.1080/07362994.2024.2313202MaRDI QIDQ6571709FDOQ6571709

Authors: Henk A. P. Blom 

Publication date: 12 July 2024

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

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Mathematics Subject Classification ID

Diffusion processes (60J60) Discrete-time Markov processes on general state spaces (60J05) Random measures (60G57) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes
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