The strong Feller property of switching jump-diffusion processes

Statistics & Probability Letters ◽

10.1016/j.spl.2012.11.021 ◽

2013 ◽

Vol 83 (3) ◽

pp. 761-767 ◽

Author(s):

Fubao Xi ◽

George Yin

Keyword(s):

Diffusion Processes ◽

Jump Diffusion ◽

Strong Feller Property ◽

Feller Property ◽

Jump Diffusion Processes ◽

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Strong Feller Property of Diffusion Processes on Smooth Manifolds

Theory of Probability and Its Applications ◽

10.1137/1113056 ◽

1968 ◽

Vol 13 (3) ◽

pp. 471-475 ◽

Author(s):

S. A. Molchanov

Keyword(s):

Diffusion Processes ◽

Smooth Manifolds ◽

Strong Feller Property ◽

Feller Property ◽

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Regime-switching diffusion processes: strong solutions and strong Feller property

Stochastic Analysis and Applications ◽

10.1080/07362994.2019.1650066 ◽

2019 ◽

Vol 38 (1) ◽

pp. 97-123

Author(s):

Shao-Qin Zhang

Keyword(s):

Regime Switching ◽

Diffusion Processes ◽

Strong Solutions ◽

Strong Feller Property ◽

Feller Property ◽

Switching Diffusion ◽

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On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes

Nonlinear Analysis Hybrid Systems ◽

10.1016/j.nahs.2020.100946 ◽

2020 ◽

Vol 38 ◽

pp. 100946

Author(s):

Khwanchai Kunwai ◽

Chao Zhu

Keyword(s):

Regime Switching ◽

Diffusion Processes ◽

Jump Diffusion ◽

Jump Diffusion Processes ◽

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On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes

SIAM Journal on Control and Optimization ◽

10.1137/16m1087837 ◽

2017 ◽

Vol 55 (3) ◽

pp. 1789-1818 ◽

Author(s):

Fubao Xi ◽

Chao Zhu

Keyword(s):

Regime Switching ◽

Diffusion Processes ◽

Jump Diffusion ◽

Exponential Ergodicity ◽

Jump Diffusion Processes ◽

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Real Options Under Jump Diffusion Processes: What Types of Jumps?

SSRN Electronic Journal ◽

10.2139/ssrn.1361576 ◽

2009 ◽

Author(s):

Xianfeng Jiang ◽

Yongdong Shi ◽

George J. Jiang

Keyword(s):

Real Options ◽

Diffusion Processes ◽

Jump Diffusion ◽

Jump Diffusion Processes

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Perpetual American Put with Spectrally Negative Jump - Uniform & Binomial Jump Diffusion Processes

SSRN Electronic Journal ◽

10.2139/ssrn.2543719 ◽

2014 ◽

Author(s):

Binh Thanh Dao ◽

Monique Jeanblanc ◽

Nadine Bellamy

Keyword(s):

Diffusion Processes ◽

Jump Diffusion ◽

Jump Diffusion Processes ◽

American Put ◽

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Estimation of Jump-Diffusion Processes via Empirical Characteristic Functions

SSRN Electronic Journal ◽

10.2139/ssrn.675202 ◽

2005 ◽

Author(s):

Michael Rockinger ◽

Maria Semenova

Keyword(s):

Diffusion Processes ◽

Jump Diffusion ◽

Characteristic Functions ◽

Jump Diffusion Processes

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Pricing American Options on Jump-Diffusion Processes Using Fourier Hermite Series Expansions

SSRN Electronic Journal ◽

10.2139/ssrn.893090 ◽

2005 ◽

Author(s):

Carl Chiarella ◽

Andrew Ziogas

Keyword(s):

Diffusion Processes ◽

American Options ◽

Jump Diffusion ◽

Series Expansions ◽

Jump Diffusion Processes ◽

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Jump diffusion processes and their applications in insurance and finance

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2006.09.006 ◽

2007 ◽

Vol 41 (1) ◽

pp. 62-70 ◽

Author(s):

Jiwook Jang

Keyword(s):

Diffusion Processes ◽

Jump Diffusion ◽

Jump Diffusion Processes

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Capacity expansion with exponential jump diffusion processes

Stochastics and Stochastics Reports ◽

10.1080/1045112031000155696 ◽

2003 ◽

Vol 75 (4) ◽

pp. 259-274 ◽

Author(s):

Hui Wang

Keyword(s):

Diffusion Processes ◽

Jump Diffusion ◽

Capacity Expansion ◽

Jump Diffusion Processes

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