Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/15M1013584
Reference19 articles.
1. Switched diffusion processes and systems of elliptic equations: a Dirichlet space approach
2. Potential theory for elliptic systems
3. A study of a class of stochastic differential equations with non-Lipschitzian coefficients
4. Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
5. Transience/Recurrence and Central Limit Theorem Behavior for Diffusions in Random Temporal Environments
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