Geodesic
A limit theorem for regime-switching diffusion processes
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 29, Tome 495 (2020), pp. 267-276 Cet article a éte moissonné depuis la source Math-Net.Ru

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We consider an approximation of a regime-switching diffusion process by a family of regime-switching jump Markov processes and prove the corresponding limit theorem. 
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N. V. Smorodina; M. M. Faddeev. A limit theorem for regime-switching diffusion processes. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 29, Tome 495 (2020), pp. 267-276. http://geodesic.mathdoc.fr/item/ZNSL_2020_495_a15/

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