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Feller Property for a Special Hybrid Jump-Diffusion Model
Author
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-04-23
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
We consider the stochastic stability for a hybrid jump-diffusion model, where the switching here is a phase semi-Markovian process.
We first transform the process into a corresponding jump-diffusion with Markovian switching by the supplementary variable technique.
Then we prove the Feller and strong Feller properties of the model under some assumptions.
American Psychological Association (APA)
Tong, Jinying. 2014. Feller Property for a Special Hybrid Jump-Diffusion Model. Abstract and Applied Analysis،Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-1013885
Modern Language Association (MLA)
Tong, Jinying. Feller Property for a Special Hybrid Jump-Diffusion Model. Abstract and Applied Analysis No. 2014 (2014), pp.1-8.
https://search.emarefa.net/detail/BIM-1013885
American Medical Association (AMA)
Tong, Jinying. Feller Property for a Special Hybrid Jump-Diffusion Model. Abstract and Applied Analysis. 2014. Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-1013885
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1013885