Feller property for a special hybrid jump-diffusion model
type: Item
instance of: scholarly article
title: Feller property for a special hybrid jump-diffusion model
zbMATH Open document ID: 1406.93375
DOI: 10.1155/2014/412848
author: Jinying Tong
published in: Abstract and Applied Analysis
publication date: 2019-02-14T00:00:00Z
review text: Summary: We consider the stochastic stability for a hybrid jump-diffusion model, where the switching here is a phase semi-Markovian process. We first transform the process into a corresponding jump-diffusion with Markovian switching by the supplementary variable technique. Then we prove the Feller and strong Feller properties of the model under some assumptions.
Mathematics Subject Classification ID: 93E15
Mathematics Subject Classification ID: 93C30
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 93B17
Mathematics Subject Classification ID: 93C15
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 7022342
zbMATH Keywords: hybrid jump-diffusion model
zbMATH Keywords: Feller property
zbMATH Keywords: stochastic stability
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2014/412848
OpenAlex ID: W2007865629
Wikidata QID: Q59037629
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description: scientific article; zbMATH DE number 7022342