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

DOI10.1016/j.nahs.2020.100946OpenAlexW3049501016MaRDI QIDQ2061205

Khwanchai Kunwai, Chao Zhu

Publication date: 13 December 2021

Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.01422

zbMATH Keywords

irreducibilitystrong Feller propertyFeller propertyregime-switching jump diffusion

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27) Jump processes on discrete state spaces (60J74)

Related Items (5)

On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes ⋮ Interacting particle system based estimation of reach probability of general stochastic hybrid systems ⋮ Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes ⋮ Periodic homogenization of a class of weakly coupled systems of linear PDEs ⋮ On subgeometric ergodicity of regime-switching diffusion processes

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