Harnack Inequality and Long Time Asymptotics of Unbounded Additive Functionals of Regime-Switching Diffusion Processes

Shao, J; Wang, S

Wang, S (corresponding author), Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R China.

POTENTIAL ANALYSIS, ; ():

Abstract

This work provides explicit conditions to establish the dimension-free Harnack inequalities respectively for state-independent and state-dependent reg......

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