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Stability of semi-Markov evolution systems and its application in financial mathematics - MaRDI portal

Stability of semi-Markov evolution systems and its application in financial mathematics (Q1962419)

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scientific article; zbMATH DE number 1395556
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English
Stability of semi-Markov evolution systems and its application in financial mathematics
scientific article; zbMATH DE number 1395556

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    Stability of semi-Markov evolution systems and its application in financial mathematics (English)
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    16 August 2000
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    semi-Markov random evolutions
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    stochastic differential equation
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    semi-Markov switchings
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