On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes

Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes

Sean Meyn, Richard L. Tweedie · Advances in Applied Probability · 1993 · 991 citations

Engineering, Mathematics, Dynamical Systems +16

Stability of Markovian processes II: continuous-time processes and sampled chains

Sean Meyn, Richard L. Tweedie · Advances in Applied Probability · 1993 · 425 citations

Engineering, Mathematics, Probability Theory +16

Stock Trading: An Optimal Selling Rule

Q. Zhang · SIAM Journal on Control and Optimization · 2001 · 304 citations

Business, Economics, Finance +17

Stability of Markovian processes I: criteria for discrete-time Chains

Sean Meyn, Richard L. Tweedie · Advances in Applied Probability · 1992 · 283 citations

Engineering, Mathematics, Discrete Mathematics +16

Strong Feller Property and Irreducibility for Diffusions on Hilbert Spaces

Szymon Peszat, Jerzy Zabczyk · The Annals of Probability · 1995 · 143 citations

Engineering, Mathematics, Dynamical Systems +13