Feller property of regime-switching jump diffusion processes with hybrid jumps
Author:
Affiliation:
1. Department Aerospace Engineering, Delft University of Technology, Delft, Netherlands
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/07362994.2024.2313202
Reference30 articles.
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3. Blom H.A.P. Krystul J. Bakker G.J. Klompstra M.B. Klein Obbink B. (2007). Estimation of collision risk in free flight air traffic by sequential Monte Carlo simulation. In: Cassandras C.G. Lygeros J. eds. Stochastic Hybrid Systems. Boca Raton: Taylor & Francis/CRC Press pp. 249–281.
4. Review of stochastic hybrid systems with applications in biological systems modeling and analysis;Li X.;Eurasip J. on Bioinformatics and Systems,2017
5. Stochastic Hybrid Systems: A Powerful Framework for Complex, Large Scale Applications
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