In this paper we consider the Feller property and the exponential ergodicity for general diffusion processes with state-dependent switching. We prove their Feller continuity by means of intro- ducing some auxiliary pr...In this paper we consider the Feller property and the exponential ergodicity for general diffusion processes with state-dependent switching. We prove their Feller continuity by means of intro- ducing some auxiliary processes and by making use of the Radon-Nikodym derivatives. Furthermore, we also prove their strong Feller continuity and their exponential ergodicity under some reasonable conditions.展开更多
基金the National Natural Science Foundation of China (Grant No. 10671037)the Basic Research Foundation of Beijing Institute of Technology (Grant No. 200507A4203)
文摘In this paper we consider the Feller property and the exponential ergodicity for general diffusion processes with state-dependent switching. We prove their Feller continuity by means of intro- ducing some auxiliary processes and by making use of the Radon-Nikodym derivatives. Furthermore, we also prove their strong Feller continuity and their exponential ergodicity under some reasonable conditions.
