Strong solutions and strong Feller properties for regime-switching diffusion processes in an infinite state space
作者： Jinghai Shao
DOI:
关键词: Regime switching 、 Differential equation 、 Strong solutions 、 Diffusion (business) 、 Mathematical analysis 、 State space 、 Mathematics 、 Uniqueness
摘要: We establish the existence and pathwise uniqueness of regime-switching diffusion processes in an infinite state space, which could be time-inhomogeneous state-dependent. Then strong Feller properties these are investigated by using theory parabolic differential equations dimensional-free Harnack inequalities.
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arxiv.org参考文章(9)
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