Regime-switching jump diffusions with non-Lipschitz coefficients and countably many switching states: existence and uniqueness, Feller, and strong Feller properties
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Publication:2337444
DOI10.1007/978-3-030-25498-8_23zbMath1442.60075arXiv1810.08334OpenAlexW2897824189MaRDI QIDQ2337444
Chao Zhu, George Yin, Fu-bao Xi
Publication date: 20 November 2019
Full work available at URL: https://arxiv.org/abs/1810.08334
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)
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