Pages that link to "Item:Q2060874"
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The following pages link to Some characterizations for Brownian motion with Markov switching (Q2060874):
Displaying 5 items.
- Ergodicity and first passage probability of regime-switching geometric Brownian motions (Q1624097) (← links)
- Some characterizations for the CIR model with Markov switching (Q5157726) (← links)
- Ultracontractivity for Brownian motion with Markov switching (Q5379264) (← links)
- First passage time and mean exit time for switching Brownian motion (Q5887755) (← links)
- Some explicit expressions for GBM with Markovian switching and parameter estimations (Q6118234) (← links)