Pages that link to "Item:Q2804019"
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The following pages link to Feynman–Kac formulas for regime-switching jump diffusions and their applications (Q2804019):
Displaying 23 items.
- Kac's rescaling for jump-telegraph processes (Q451151) (← links)
- Feynman-Kac for functional jump diffusions with an application to credit value adjustment (Q894585) (← links)
- On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators (Q1630668) (← links)
- Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations (Q1653173) (← links)
- Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity (Q1720281) (← links)
- Razumikhin method to stability of delay coupled systems with hybrid switching diffusions (Q2061192) (← links)
- Large deviations for multi-scale regime-switching jump diffusion systems (Q2099243) (← links)
- Integral equation characterization of the Feynman-Kac formula for a regime-switching diffusion (Q2211247) (← links)
- Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) (← links)
- Feynman-Kac theorem in random environments and partial integro-differential equations (Q2408780) (← links)
- Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment (Q2663814) (← links)
- Mean-variance portfolio selection with random investment horizon (Q2691411) (← links)
- Upper and Lower Solutions for Regime-Switching Diffusions with Applications in Financial Mathematics (Q3097537) (← links)
- Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions (Q4591239) (← links)
- Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration (Q4971976) (← links)
- Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise (Q5056568) (← links)
- Exit Problems as the Generalized Solutions of Dirichlet Problems (Q5232228) (← links)
- On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes (Q5266531) (← links)
- Safety verification for regime-switching jump diffusions via barrier certificates (Q6052173) (← links)
- Periodic homogenization of a class of weakly coupled systems of linear PDEs (Q6125397) (← links)
- Duality in optimal consumption-investment problems with alternative data (Q6565559) (← links)
- Numerical solutions of optimal stopping problems for a class of hybrid stochastic systems (Q6581284) (← links)
- Deep neural networks for probability of default modelling (Q6593214) (← links)
