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

DOI10.1080/07362994.2024.2313202MaRDI QIDQ6571709zbMATH OpenFDO

Authors Henk A. P. Blom

Publication date 12 July 2024

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

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1080/07362994.2024.2313202

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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Cited in

(1)

• Separation principle for stochastic control of continuous-time Markov jump linear systems under partial observations

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