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Abstract We investigate the existence and uniqueness of strong solutions for state-dependent regime-switching diffusion processes in an infinite state space with singular coefficients. Non-explosion conditions are given by using the… Click to show full abstract
Abstract We investigate the existence and uniqueness of strong solutions for state-dependent regime-switching diffusion processes in an infinite state space with singular coefficients. Non-explosion conditions are given by using the Zvonkin’s transformation. The strong Feller property is proved by further assuming that the diffusion in each fixed environment generates a strong Feller semigroup, and our results can also be applied to irregular or degenerate situations.
Keywords:
regime switching;
strong feller;
diffusion;
strong solutions;
switching diffusion;
diffusion processes
Journal Title: Stochastic Analysis and Applications
Year Published: 2019
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Journal Title: Stochastic Analysis and Applications
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!