A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows (Q681793)
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scientific article; zbMATH DE number 6837587
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows |
scientific article; zbMATH DE number 6837587 |
Statements
A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows (English)
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13 February 2018
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Cauchy problem
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regime-switching diffusion process
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Kolmogorov equations
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differentiability
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stochastic flows
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