论文标题
关于候车者和强大的砍伐属性以及政权开关扩散过程的不可约性
On Feller and Strong Feller Properties and Irreducibility of Regime-Switching Jump Diffusion Processes with Countable Regimes
论文作者
论文摘要
这项工作着重于一类制度开关跳跃扩散过程，具有无限的状态空间，用于离散组件。这样的过程可用于对复杂的混合系统进行建模，其中结构变化，微小波动以及大尖峰共存并互动。该论文为谋生和强大的偶性性能和此类过程的不可约性提供了较弱的条件。条件是根据相关随机微分方程的系数提出的。
This work focuses on a class of regime-switching jump diffusion processes with a countably infinite state space for the discrete component. Such processes can be used to model complex hybrid systems in which both structural changes, small fluctuations as well as big spikes coexist and are intertwined. The paper provides weak sufficient conditions for Feller and strong Feller properties and irreducibility for such processes. The conditions are presented in terms of the coefficients of the associated stochastic differential equations.
