The strong Feller property of switching jump-diffusion processes

DOI10.1016/J.SPL.2012.11.021zbMath1267.60096OpenAlexW2006755964MaRDI QIDQ1950699

George Yin, Fu-bao Xi

Publication date: 13 May 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.11.021

zbMATH Keywords

Radon-Nikodym derivativestrong Feller propertyswitching jump diffusion

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27)

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Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space ⋮ Observer based minimum variance control of uncertain piecewise affine systems subject to additive noise ⋮ Stochastic piecewise affine control with application to pitch control of helicopter ⋮ Regime-switching diffusion processes: strong solutions and strong Feller property ⋮ Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk

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