Pages that link to "Item:Q1031565"

The following pages link to Hybrid switching diffusions. Properties and applications (Q1031565):

Displaying 50 items.

• Stabilization of hybrid stochastic systems with time-varying delay by discrete-time state feedback control (Q2689409) (← links)
• A hidden Markov regime-switching smooth transition model (Q2691768) (← links)
• Least squares estimators for stochastic differential equations with Markovian switching (Q2697299) (← links)
• Strong convergence rate for slow-fast stochastic differential equations with Markovian switching (Q2697311) (← links)
• Ergodic switching control for diffusion-type processes (Q2699280) (← links)
• <i>p</i>th moment asymptotic stability of stochastic delayed hybrid systems with Lévy noise (Q2797646) (← links)
• Moment closure and finite-time blowup for piecewise deterministic Markov processes (Q2797747) (← links)
• A recombining tree method for option pricing with state-dependent switching rates (Q2800054) (← links)
• Feynman–Kac formulas for regime-switching jump diffusions and their applications (Q2804019) (← links)
• A tree approach to options pricing under regime-switching jump diffusion models (Q2804506) (← links)
• Optimal stopping of switching diffusions with state dependent switching rates (Q2804561) (← links)
• Stability of singularly perturbed nonlinear stochastic hybrid systems (Q2814776) (← links)
• Boundary value problems for statistics of diffusion in a randomly switching environment: PDE and SDE perspectives (Q2819083) (← links)
• Modeling and analysis of switching diffusion systems: past-dependent switching with a countable state space (Q2821806) (← links)
• A regime-switching model with jumps and its application to bond pricing and insurance (Q2834907) (← links)
• Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems (Q2868935) (← links)
• Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions (Q2871120) (← links)
• Asymptotic Expansions for Solutions of Systems of Kolmogorov Backward Equations of Two-Time-Scale Switching Jump Diffusions (Q2890077) (← links)
• Stability of constrained Markov-modulated diffusions (Q2925350) (← links)
• Applications of Numerical Methods for Stochastic Controlled Switching Diffusions with a Hidden Markov Chain: Case Studies on Distributed Power Management and Communication Resource Allocation (Q2942194) (← links)
• Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space (Q2942286) (← links)
• Stochastic Switching in Infinite Dimensions with Applications to Random Parabolic PDE (Q2943501) (← links)
• Stochastic Operators and Semigroups and Their Applications in Physics and Biology (Q2945459) (← links)
• Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations (Q2968555) (← links)
• Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching (Q2986692) (← links)
• A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models (Q2995514) (← links)
• Weak convergence of Markov-modulated random sequences (Q3080998) (← links)
• Overtaking optimality for controlled Markov-modulated diffusions (Q3145053) (← links)
• A Stochastic Approximation Algorithm for American Lookback Put Options (Q3168708) (← links)
• Numerical Methods for Controlled Switching Diffusions (Q3297417) (← links)
• Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model (Q3299454) (← links)
• Fluid Limit for Switching Closed Queueing Network with Two Multi-servers (Q3305455) (← links)
• Stabilization of nonlinear hybrid stochastic delay systems by feedback control based on discrete-time state and mode observations (Q3389520) (← links)
• Regularity of invariant densities for 1D systems with random switching (Q3458787) (← links)
• REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (Q3580220) (← links)
• Properties of Fluid Limit for Closed Queueing Network with Two Multi-servers (Q4567984) (← links)
• Fluid Analysis of Spatio-Temporal Properties of Agents in a Population Model (Q4571083) (← links)
• Ergodicity and transience of SDEs driven by -stable processes with Markovian switching (Q4576754) (← links)
• Optimal dividend policies for piecewise-deterministic compound Poisson risk models (Q4576905) (← links)
• Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes (Q4584277) (← links)
• OPTIMAL ASSET ALLOCATION WITH STOCHASTIC INTEREST RATES IN REGIME-SWITCHING MODELS (Q4584699) (← links)
• Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions (Q4591239) (← links)
• Asymptotic decomposition of substochastic semigroups and applications (Q4595009) (← links)
• Quickest detection of a state-dependent change-point in discrete time (Q4603863) (← links)
• Probabilistic and Piecewise Deterministic models in Biology (Q4606439) (← links)
• Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations II: State-Dependent Case (Q4630688) (← links)
• Smooth invariant densities for random switching on the torus (Q4639603) (← links)
• Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511) (← links)
• Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)
• On the exponential stability of switching-diffusion processes with jumps (Q4922286) (← links)