On the martingale problem and Feller and strong Feller properties for weakly coupled Levy type operators

被引：6
作者：
Xi, Fubao [1 ]
Zhu, Chao [2 ]
机构：
[1] Beijing Inst Technol, Sch Math & Stat, Beijing 100081, Peoples R China
[2] Univ Wisconsin, Dept Math Sci, Milwaukee, WI 53201 USA
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2018年 / 128卷 / 12期
基金：
北京市自然科学基金; 中国国家自然科学基金;
关键词：
Weakly coupled Levy type operator; Martingale problem; Feller property; Strong Feller property; Coupling method; DIFFUSION-PROCESSES; EXPONENTIAL ERGODICITY; STABILITY; UNIQUENESS; LAW;
D O I：
10.1016/j.spa.2018.02.005
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper considers the martingale problem for a class of weakly coupled Levy type operators. It is shown that under some mild conditions, the martingale problem is well-posed and uniquely determines a strong Markov process (X, Lambda). The process (X, Lambda), called a regime-switching jump diffusion with Levy type jumps, is further shown to possess Feller and strong Feller properties under non-Lipschitz conditions via the coupling method. (C) 2018 Elsevier B.V. All rights reserved.
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收藏
页码：4277 / 4308
页数：32
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