Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space
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Publication:2942286
DOI10.1137/15M1013584zbMath1321.60155arXiv1506.08946OpenAlexW787133558MaRDI QIDQ2942286
Publication date: 20 August 2015
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.08946
Discrete-time Markov processes on general state spaces (60J05) Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03)
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