Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula (Q778180)
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scientific article; zbMATH DE number 7216730
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula |
scientific article; zbMATH DE number 7216730 |
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Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula (English)
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2 July 2020
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switching diffusion
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functional stochastic differential equation with switching
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stability
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