Regime-switching diffusion processes: strong solutions and strong Feller property

DOI10.1080/07362994.2019.1650066zbMath1427.60147arXiv1603.03619OpenAlexW2968463445MaRDI QIDQ5206081

Shao-Qin Zhang

Publication date: 18 December 2019

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.03619

zbMATH Keywords

strong solutionsnon-explosionregime-switching diffusionsstrong Feller propertysingular drift

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Diffusion processes (60J60)

Related Items

A limit theorem for regime-switching diffusion processes ⋮ Wellposedness of conditional McKean-Vlasov equations with singular drifts and regime-switching ⋮ On invariant probability measures of regime-switching diffusion processes with singular drifts

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients
• On the stability of diffusion processes with state-dependent switching
• Hybrid switching diffusions. Properties and applications
• Strong solutions of stochastic equations with singular time dependent drift
• Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity
• The strong Feller property of switching jump-diffusion processes
• Strong ergodicity of the regime-switching diffusion processes
• Asymptotic properties of jump-diffusion processes with state-dependent switching
• Ergodicity of regime-switching diffusions in Wasserstein distances
• Criteria for transience and recurrence of regime-switching diffusion processes
• Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
• The Heat Equation inL_q((0,T),L_p)-Spaces with Weights
• Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient
• Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space
• Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
• On Stochastic Differential Equations with Locally Unbounded Drift
• On Strong Feller, Recurrence, and Weak Stabilization of Regime-Switching Diffusions
• Stability and Recurrence of Regime-Switching Diffusion Processes
• Stochastic Differential Equations with Markovian Switching