Another method for solving the problem of stochastic process switching (Q5906472)
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scientific article; zbMATH DE number 515426
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Another method for solving the problem of stochastic process switching |
scientific article; zbMATH DE number 515426 |
Statements
Another method for solving the problem of stochastic process switching (English)
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26 September 1994
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Girsanov theorem
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exchange rate
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absorbing Brownian motion with drift
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regime-switching
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absorbing barrier problem
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