Variational formula for the stability of regime-switching diffusion processes (Q1635849)
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scientific article; zbMATH DE number 6879968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variational formula for the stability of regime-switching diffusion processes |
scientific article; zbMATH DE number 6879968 |
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Variational formula for the stability of regime-switching diffusion processes (English)
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1 June 2018
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stability in probability
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regime-switching diffusions
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state-dependent
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\(M\)-matrix
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