Properties of switching jump diffusions: Maximum principles and Harnack inequalities
Sign Up to like & getrecommendations! Published in 2019 at "Bernoulli"
DOI: 10.3150/17-bej1012
Abstract: This work examines a class of switching jump diffusion processes. The main effort is devoted to proving the maximum principle and obtaining the Harnack inequalities. Compared with the diffusions and switching diffusions, the associated operators… read more here.
Keywords: jump diffusions; properties switching; diffusions maximum; jump ... See more keywords