The following pages link to (Q4375487):
Displaying 50 items.
- Asymptotic expansions of transition densities for hybrid jump-diffusions (Q1780317) (← links)
- Singularly perturbed diffusisons: Rapid switchings and fast diffusions. (Q1807686) (← links)
- Exponential bounds for discrete-time singularly perturbed Markov chains (Q1827116) (← links)
- Asymptotic properties of solutions of parabolic equations arising from transient diffusions (Q1862803) (← links)
- Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states. (Q1884830) (← links)
- Moment exponential stability of random delay systems with two-time-scale Markovian switching (Q1926221) (← links)
- Large time behavior of weakly coupled systems of first-order Hamilton-Jacobi equations (Q1928775) (← links)
- Some applications of linear programming formulations in stochastic control (Q1935294) (← links)
- Stochastic stabilization of hybrid differential equations (Q1937527) (← links)
- Analytic approximations of queues with lightly- and heavily-correlated autoregressive service times (Q1945562) (← links)
- Singularly perturbed Markov chains: Convergence and aggregation (Q1975524) (← links)
- Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model (Q1999691) (← links)
- A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
- A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
- On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria (Q2018766) (← links)
- Pricing of volatility derivatives in a Heston-CIR model with Markov-modulated jump diffusion (Q2020534) (← links)
- A natural extension of Markov processes and applications to singular SDEs (Q2028945) (← links)
- Optimal oil production and taxation under mean reverting jump diffusion models (Q2059945) (← links)
- Stabilization for hybrid stochastic systems by aperiodically intermittent control (Q2061247) (← links)
- Convergence of martingale solutions to the hybrid slow-fast system (Q2074265) (← links)
- Solving the cost to go with time penalization using the Lagrange optimization approach (Q2099888) (← links)
- An averaging principle for stochastic evolution equations with jumps and random time delays (Q2131431) (← links)
- Averaging of semigroups associated to diffusion processes on a simplex (Q2145780) (← links)
- Asymptotic properties of multi-species Lotka-Volterra models with regime switching involving weak and strong interactions (Q2173678) (← links)
- Stabilization and destabilization of hybrid systems by periodic stochastic controls (Q2243023) (← links)
- A stochastic multiscale model for electricity generation capacity expansion (Q2255952) (← links)
- From differential to difference importance measures for Markov reliability models (Q2267653) (← links)
- Averaging and linear programming in some singularly perturbed problems of optimal control (Q2348615) (← links)
- Spatio-temporal hybrid (PDMP) models: central limit theorem and Langevin approximation for global fluctuations. Application to electrophysiology (Q2348722) (← links)
- Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching (Q2356567) (← links)
- Convergence of Markov chain approximation on generalized HJB equation and its applications (Q2440656) (← links)
- A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
- Singularly perturbed Markov chains: limit results and applications (Q2467116) (← links)
- Strong convergence of a class of non-homogeneous Markov arrival processes to a Poisson process (Q2479340) (← links)
- Optimal stock liquidation in a regime switching model with finite time horizon (Q2496679) (← links)
- A numerical method to approximate optimal production and maintenance plan in a flexible manufacturing system (Q2573557) (← links)
- On the notion of weak stability and related issues of hybrid diffusion systems (Q2643426) (← links)
- Remarks on the vanishing discount problem for infinite systems of Hamilton-Jacobi-Bellman equations (Q2677306) (← links)
- Strong convergence rate for slow-fast stochastic differential equations with Markovian switching (Q2697311) (← links)
- NEARLY OPTIMAL CONTROL OF NONLINEAR MARKOVIAN SYSTEMS SUBJECT TO WEAK AND STRONG INTERACTIONS (Q2746373) (← links)
- Multi-time scales in singularly perturbed forward equations for continuous-time Markov chains (Q2784717) (← links)
- A recombining tree method for option pricing with state-dependent switching rates (Q2800054) (← links)
- Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions (Q2871120) (← links)
- Stability of singular jump-linear systems with a large state space: A two-time-scale approach (Q2883246) (← links)
- Asymptotic Expansions for Solutions of Systems of Kolmogorov Backward Equations of Two-Time-Scale Switching Jump Diffusions (Q2890077) (← links)
- Asymptotic Expansions for Moment Functionals of Perturbed Discrete Time Semi-Markov Processes (Q2974705) (← links)
- Asymptotics for Quasi-stationary Distributions of Perturbed Discrete Time Semi-Markov Processes (Q2974706) (← links)
- Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes (Q2974707) (← links)
- Bounds of ruin probability for regime-switching models using time scale separation (Q3440848) (← links)
- Discrete-time Markov chains with two-time scales and a countable state space: limit results and queueing applications (Q3518569) (← links)
