Jinghai Shao. Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space. SIAM J. Control and Optimization, 53(4):2462-2479, 2015. [doi]
@article{Shao15-1, title = {Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space}, author = {Jinghai Shao}, year = {2015}, doi = {10.1137/15M1013584}, url = {http://dx.doi.org/10.1137/15M1013584}, researchr = {https://researchr.org/publication/Shao15-1}, cites = {0}, citedby = {0}, journal = {SIAM J. Control and Optimization}, volume = {53}, number = {4}, pages = {2462-2479}, }