{
  "id": "1506.08946",
  "version": "v1",
  "published": "2015-06-30T06:02:26.000Z",
  "updated": "2015-06-30T06:02:26.000Z",
  "title": "Strong solutions and strong Feller properties for regime-switching diffusion processes in an infinite state space",
  "authors": [
    "Jinghai Shao"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We establish the existence and pathwise uniqueness of regime-switching diffusion processes in an infinite state space, which could be time-inhomogeneous and state-dependent. Then the strong Feller properties of these processes are investigated by using the theory of parabolic differential equations and dimensional-free Harnack inequalities.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-06-30T06:02:26.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J60",
      "60J05",
      "93E03"
    ],
    "keywords": [
      "strong feller properties",
      "infinite state space",
      "regime-switching diffusion processes",
      "strong solutions",
      "parabolic differential equations"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}