Feller property and exponential ergodicity of diffusion processes with state-dependent switching

DOI10.1007/s11425-007-0147-8zbMath1141.60047OpenAlexW1746988904MaRDI QIDQ931511

Fu-bao Xi

Publication date: 25 June 2008

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-007-0147-8

zbMATH Keywords

Radon-Nikodym derivativeexponential ergodicitystate-dependent switchingFeller continuitystrong Feller continuity

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (13)

Stochastic Liénard equations with state-dependent switching ⋮ Approximation of invariant measures for regime-switching diffusions ⋮ On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators ⋮ Asymptotic properties of jump-diffusion processes with state-dependent switching ⋮ Exponential ergodicity for regime-switching diffusion processes in total variation norm ⋮ Certain properties related to well posedness of switching diffusions ⋮ Ergodicity and transience of SDEs driven by -stable processes with Markovian switching ⋮ Random periodic solutions for a class of hybrid stochastic differential equations ⋮ Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes ⋮ Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching ⋮ Properties of solutions of stochastic differential equations with continuous-state-dependent switching ⋮ Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process ⋮ On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes

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