Abstract
We consider stochastic differential systems driven by a Brownian motion and a Poisson point measure where the intensity measure of jumps depends on the solution. This behavior is natural for several physical models (such as Boltzmann equation, piecewise deterministic Markov processes, etc.). First, we give sufficient conditions guaranteeing that the semigroup associated with such an equation preserves regularity by mapping the space of
Citation
Vlad Bally. Dan Goreac. Victor Rabiet. "Regularity and stability for the semigroup of jump diffusions with state-dependent intensity." Ann. Appl. Probab. 28 (5) 3028 - 3074, October 2018. https://doi.org/10.1214/18-AAP1382
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