Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula (Q778180)

From MaRDI portal





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

    Statements

    Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula (English)
    0 references
    0 references
    0 references
    2 July 2020
    0 references
    switching diffusion
    0 references
    functional stochastic differential equation with switching
    0 references
    stability
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers