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Coupling for Markovian switching jump-diffusions - MaRDI portal

Coupling for Markovian switching jump-diffusions (Q2437135)

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Coupling for Markovian switching jump-diffusions
scientific article

    Statements

    title
    Coupling for Markovian switching jump-diffusions (English)
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    publication date
    28 February 2014
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    zbMATH Keywords
    jump-diffusion
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    Markovian switching
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    successful coupling
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    order-preserving coupling
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    author
    Fu-bao Xi
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    Identifiers

    zbMATH DE Number
    6263797
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    OpenAlex ID
    W2148637672
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