Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions (Q2871120)
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scientific article; zbMATH DE number 6248855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions |
scientific article; zbMATH DE number 6248855 |
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Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions (English)
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22 January 2014
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system of backward equation
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two-time scale
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asymptotic expansion
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0.9876241
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0.9218368
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0.9150817
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0.8952372
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0.8809056
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0.87358505
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0.8717408
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0.8715437
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