| Abstract: |
| This work focuses on a class of regime-switching jump diffusion processes, in which the switching component has countably infinite many states or regimes and the underlying stochastic differential equations have super linear growth and non-Lipschitz coefficients. Under some mild conditions on the coefficients, the existence and uniqueness of the underlying process are obtained by an interlacing procedure. Then the Feller and strong Feller properties of such processes are derived by the coupling method and an appropriate Radon-Nikodym derivative. |
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