Periodic solutions of hybrid jump diffusion processes  

作　　者：Xiaoxia GUO Wei SUN 

机构地区：[1]School of Applied Mathematics,Shanxi University of Finance and Economics,Taiyuan,030006,China [2]School of Mathematics and Information Sciences,Guangzhou University,Guangzhou,510006,China [3]Department of Mathematics and Statistics,Concordia University,Montreal,H3G 1M8,Canada

出　　处：《Frontiers of Mathematics in China》2021年第3期705-725,共21页中国高等学校学术文摘·数学（英文）

基　　金：The authors thank the referees for the careful reading of their paper and all of the insightful suggestions and comments that greatly improved the presentation of the paper.This work was supported by the research fund from Shanxi Province Department of Finance and Education for Ph.D.Graduates to Work in Shanxi(No.2021-18,125/Z24179);and the Natural Sciences and Engineering Research Council of Canada(No.4394-2018).

摘　　要：We investigate periodic solutions of regime-switching jump diffusions.We first show the well-posedness of solutions to stochastic differential equations corresponding to the hybrid system.Then,we derive the strong Feller property and irreducibility of the associated time-inhomogeneous semigroups.Finally,we establish the existence and uniqueness of periodic solutions.Concrete examples are presented to illustrate the results.

关 键 词：Hybrid system regime-switching jump diffusion periodic solution strong Feller property IRREDUCIBILITY 

分 类 号：O17[理学—数学]