Pages that link to "Item:Q681793"
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The following pages link to A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows (Q681793):
Displaying 4 items.
- Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions (Q2871120) (← links)
- Stochastic Flows and Jump-Diffusions (Q5139203) (← links)
- (Q5149092) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)