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arXiv 1702.01048math.PR
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具有可数区域的跳扩散过程的Feller和强Feller性质及指数遍历性

On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes

Fubao Xi, Chao Zhu

摘要:

研究了一类区态切换跳扩散过程,其中切换分量具有可数无穷多个状态或区态。通过一个交错过程,得到了底层过程的存在唯一性。然后利用耦合方法和适当的Radon-Nikodym导数导出了这类过程的Feller和强Feller性质。最后研究了跳扩散过程的指数遍历性。

英文摘要:

This work focuses on a class of regime-switching jump diffusion processes, in which the switching component has countably infinite many states or regimes. The existence and uniqueness of the underlying process are obtained by an interlacing procedure. Then the Feller and strong Feller properties of such processes are derived by the coupling method and an appropriate Radon-Nikodym derivative. Finally the paper studies exponential ergodicity of regime-switching jump-diffusion processes.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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