Certain properties related to well posedness of switching diffusions

Published 2017 View Full Article

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Title
Certain properties related to well posedness of switching diffusions
Authors
Keywords
Switching diffusion, Continuous-state dependent switching, Smoothness, Feller property
Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 127, Issue 10, Pages 3135-3158
Publisher
Elsevier BV
Online
2017-02-16
DOI
10.1016/j.spa.2017.02.004

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