Regime-switching diffusion processes: strong solutions and strong Feller property
Sign Up to like & getrecommendations! Published in 2019 at "Stochastic Analysis and Applications"
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
Decomposition of the entropy production rate and nonequilibrium thermodynamics of switching diffusion processes.
Sign Up to like & getrecommendations! Published in 2018 at "Physical Review E"
DOI: 10.1103/physreve.98.012418
Abstract: A switching diffusion process (SDP) is a widely used stochastic model in physics and biology, especially for molecular motors that exhibit a discrete internal chemical kinetics as well as a continuous external mechanical motion. The… read more here.
Keywords: thermodynamics; nonequilibrium thermodynamics; entropy production; rate ... See more keywords