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On the stability of diffusion processes with state-dependent switching 被引量:5

On the stability of diffusion processes with state-dependent switching
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摘要 In this paper we consider the stability for diffusion processes with state-dependent switching. We first prove their Feller continuity by the coupling methods. Furthermore, we also prove their strong Feller continuity and their exponential ergodicity under some reasonable conditions. Finally, we append a very brief discussion about the regularity of these processes. In this paper we consider the stability for diffusion processes with state-dependent switching. We first prove their Feller continuity by the coupling methods. Furthermore, we also prove their strong Feller continuity and their exponential ergodicity under some reasonable conditions. Finally, we append a very brief discussion about the regularity of these processes.
出处 《Science China Mathematics》 SCIE 2006年第9期1258-1274,共17页 中国科学:数学(英文版)
关键词 FELLER continuity coupling strong FELLER continuity EXPONENTIAL ergodicity state-dependent switching. Feller continuity, coupling, strong Feller continuity, exponential ergodicity,state-dependent switching
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