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On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes
3 references·1 citing·10 second hop
On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes (2017)On Feller and Strong Feller Properties an…Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space (2015)Strong Solutions and Strong F…On the stability of jump-diffusions with Markovian switching (2007)On the stability of jump-diff…On the uniqueness of solutions of stochastic differential equations (1971)On the uniqueness of solution…Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions (2018)Invariant Measures and Euler-…Stochastic Differential Equations and Diffusion Processes (1981)Stochastic Differential Equations and Diffusion Processes (1983)AMERICAN OPTIONS WITH REGIME SWITCHING (2002)Tail of a linear diffusion with Markov switching (2005)A study of a class of stochastic differential equations with non-Lipschitzian coefficients (2005)Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering (2005)Hybrid Switching Diffusions: Properties and Applications (2010)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)A stochastic calculus model of continuous trading: Complete markets (1983)Stochastic differential equations with reflecting boundary conditions (1984)
this work references cited by second hop

References

  • 1971On the uniqueness of solutions of stochastic differential equations848 cited
  • 2015Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space56 cited
  • 2007On the stability of jump-diffusions with Markovian switching52 cited

Cited by

  • 2018Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions38 cited

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