The following pages link to (Q4375487):
Displaying 39 items.
- Occupation measure functionals in merging phase space (Q3585327) (← links)
- Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process (Q3621157) (← links)
- Stability of Discrete-Time Regime-Switching Dynamic Systems with Delays (Q3625469) (← links)
- Stability of random-switching systems of differential equations (Q3632486) (← links)
- Double barrier option under regime-switching exponential mean-reverting process (Q3636733) (← links)
- Asymptotic expansion of semi-Markov random evolutions (Q3647588) (← links)
- On some problems arising in asymptotic analysis of Markov processes with singularly perturbed generators (Q3810635) (← links)
- A formula for singular perturbations of Markov chains (Q4322035) (← links)
- Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit (Q4449506) (← links)
- Control of singularly perturbed Markov chains: A numerical study (Q4461777) (← links)
- Nonlinearly Perturbed Stochastic Processes and Systems (Q4562185) (← links)
- An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk (Q4562475) (← links)
- OPTIMAL ASSET ALLOCATION WITH STOCHASTIC INTEREST RATES IN REGIME-SWITCHING MODELS (Q4584699) (← links)
- Perturbation analysis for denumerable Markov chains with application to queueing models (Q4662241) (← links)
- Asymptotic expansion of a functional constructed from a semi-Markov random evolution in the scheme of diffusion approximation (Q4686489) (← links)
- Perturbation analysis of continuous‐time absorbing Markov chains (Q4897508) (← links)
- Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)
- Long-term strategic asset allocation with inflation risk and regime switching (Q4911230) (← links)
- Discrete-time approximation of Wonham filters (Q4915277) (← links)
- An IMEX predictor–corrector method for pricing options under regime-switching jump-diffusion models (Q5031851) (← links)
- A bound for the remainder term in the asymptotic expansion of a functional constructed from a semi-Markov random evolution (Q5230219) (← links)
- On Near Optimal Control of Systems with Slow Observables (Q5346502) (← links)
- Asymptotic optimality for consensus-type stochastic approximation algorithms using iterate averaging (Q5399296) (← links)
- Reversibility and entropy production of inhomogeneous Markov chains (Q5441520) (← links)
- Numerical solutions for jump-diffusions with regime switching (Q5460725) (← links)
- Random-direction optimization algorithms with applications to threshold controls (Q5947270) (← links)
- A two-factor stochastic production model with two time scales (Q5947622) (← links)
- Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time. (Q5960312) (← links)
- Singularly perturbed Markov chains with two small parameters: A matched asymptotic expansion (Q5961166) (← links)
- Stabilization of hybrid neutral stochastic differential delay equations by delay feedback control (Q5963122) (← links)
- Averaging principle for two time-scale regime-switching processes (Q6126951) (← links)
- An integral equation approach for pricing American put options under regime-switching model (Q6176012) (← links)
- PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)
- Averaging principle for non‐Lipschitz fractional stochastic evolution equations with random delays modulated by two‐time‐scale Markov switching processes (Q6183003) (← links)
- Conditional McKean-Vlasov SDEs with jumps and Markovian regime-switching: wellposedness, propagation of chaos, averaging principle (Q6198302) (← links)
- Almost sure exponential stabilization of impulsive Markov switching systems via discrete-time stochastic feedback control (Q6199720) (← links)
- Weakly coupled Hamilton-Jacobi systems without monotonicity condition: a first step (Q6592235) (← links)
- Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions (Q6647793) (← links)
- A Legendre-Galerkin spectral method for option pricing under regime switching models (Q6657384) (← links)
