Pages that link to "Item:Q4818626"
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The following pages link to Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes (Q4818626):
Displaying 11 items.
- Strong averaging principle for slow-fast SPDEs with Poisson random measures (Q258308) (← links)
- Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes (Q370270) (← links)
- Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
- Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise (Q1663599) (← links)
- Exponential stability of neutral stochastic functional differential equations with two-time-scale Markovian switching (Q1719361) (← links)
- Asymptotic expansions of transition densities for hybrid jump-diffusions (Q1780317) (← links)
- A \(2\times 2\) random switching model and its dual risk model (Q2070670) (← links)
- Convergence of martingale solutions to the hybrid slow-fast system (Q2074265) (← links)
- Value functions in a regime switching jump diffusion with delay market model (Q2671163) (← links)
- Strong convergence rate for slow-fast stochastic differential equations with Markovian switching (Q2697311) (← links)
- A two-state jump model (Q4647253) (← links)
