2 papers
math.PR2018
Recurrence and Ergodicity for A Class of Regime-Switching Jump Diffusions
Xiaoshan Chen, Zhen-Qing Chen, Ky Tran +1
This work develops asymptotic properties of a class of switching jump diffusion processes. The processes under consideration may be viewed as a number of jump diffusion processes m…
math.PR2018
Properties of Switching Jump Diffusions: Maximum Principles and Harnack Inequalities
Xiaoshan Chen, Zhen-Qing Chen, Ky Tran +1
This work examines a class of switching jump diffusion processes. The main effort is devoted to proving the maximum principle and obtaining the Harnack inequalities. Compared with…