{"title":"具有混合跳跃的制度切换跳跃扩散过程的费勒特性","authors":"Henk A.P. Blom","doi":"10.1080/07362994.2024.2313202","DOIUrl":null,"url":null,"abstract":"The transition kernel of an ℝn-valued diffusion or jump diffusion process {Xt} is known to satisfy the Feller property if {Xt} is the solution of an SDE whose coefficients are Lipschitz continuous....","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"122 1","pages":""},"PeriodicalIF":0.8000,"publicationDate":"2024-03-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Feller property of regime-switching jump diffusion processes with hybrid jumps\",\"authors\":\"Henk A.P. Blom\",\"doi\":\"10.1080/07362994.2024.2313202\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The transition kernel of an ℝn-valued diffusion or jump diffusion process {Xt} is known to satisfy the Feller property if {Xt} is the solution of an SDE whose coefficients are Lipschitz continuous....\",\"PeriodicalId\":49474,\"journal\":{\"name\":\"Stochastic Analysis and Applications\",\"volume\":\"122 1\",\"pages\":\"\"},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2024-03-17\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastic Analysis and Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/07362994.2024.2313202\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Analysis and Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/07362994.2024.2313202","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
Feller property of regime-switching jump diffusion processes with hybrid jumps
The transition kernel of an ℝn-valued diffusion or jump diffusion process {Xt} is known to satisfy the Feller property if {Xt} is the solution of an SDE whose coefficients are Lipschitz continuous....
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Stochastic Analysis and Applications presents the latest innovations in the field of stochastic theory and its practical applications, as well as the full range of related approaches to analyzing systems under random excitation. In addition, it is the only publication that offers the broad, detailed coverage necessary for the interfield and intrafield fertilization of new concepts and ideas, providing the scientific community with a unique and highly useful service.
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