Feller property of regime-switching jump diffusion processes with hybrid jumps

DOI10.1080/07362994.2024.2313202MaRDI QIDQ6571709

Henk A. P. Blom

Publication date: 12 July 2024

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

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Random measures (60G57)

Cites Work

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