Recurrence and Ergodicity for A Class of Regime-Switching Jump Diffusions

Author:

Chen Xiaoshan,Chen Zhen-Qing,Tran Ky,Yin George

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization

Reference24 articles.

1. Arapostathis, A., Biswas, A., Caffarelli, L.: The Dirichlet problem for stable-like operators and related probabilistic representations. Comm. Partial Differ. Equ. 41(9), 1472–1511 (2016)

2. Bass, R.F., Kassmann, M.: Harnack inequalities for non-local operators of variable order. Trans. Am. Math. Soc. 357, 837–850 (2005)

3. Bass, R.F., Levin, D.A.: Harnack inequalities for jump processes. Potential Anal. 17, 375–388 (2002)

4. Bensoussan, A.: Perturbation Methods in Optimal Control. Wiley, New York (1988)

5. Bhattacharya, R.N.: Criteria for recurrence and existence of invariant measures for multidimensional diffusions. Ann. Probab., 541–553 (1978)

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