Asymptotic Expansions for Solutions of Systems of Kolmogorov Backward Equations of Two-Time-Scale Switching Jump Diffusions (Q2890077)
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scientific article; zbMATH DE number 6044167
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Expansions for Solutions of Systems of Kolmogorov Backward Equations of Two-Time-Scale Switching Jump Diffusions |
scientific article; zbMATH DE number 6044167 |
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Asymptotic Expansions for Solutions of Systems of Kolmogorov Backward Equations of Two-Time-Scale Switching Jump Diffusions (English)
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8 June 2012
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asymptotic expansion
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diffusion process
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jump process
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two-time scale
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