The strong Feller property of switching jump-diffusion processes
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DOI: 10.1016/j.spl.2012.11.021
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References listed on IDEAS
- Xi, Fubao, 2009. "Asymptotic properties of jump-diffusion processes with state-dependent switching," Stochastic Processes and their Applications, Elsevier, vol. 119(7), pages 2198-2221, July.
- Reiß, M. & Riedle, M. & van Gaans, O., 2006. "Delay differential equations driven by Lévy processes: Stationarity and Feller properties," Stochastic Processes and their Applications, Elsevier, vol. 116(10), pages 1409-1432, October.
- Wu, Liming, 2001. "Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems," Stochastic Processes and their Applications, Elsevier, vol. 91(2), pages 205-238, February.
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Keywords
Switching jump diffusion; Strong Feller property; Radon–Nikodym derivative;All these keywords.
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