Regime-switching diffusion processes: strong solutions and strong Feller property
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DOI: 10.1080/07362994.2019.1650066
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… read more here.
Keywords: regime switching; strong feller; diffusion; strong solutions ... See more keywords