Noise expresses exponential growth under regime switching (Q963732)

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scientific article; zbMATH DE number 5692568
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English
Noise expresses exponential growth under regime switching
scientific article; zbMATH DE number 5692568

    Statements

    Noise expresses exponential growth under regime switching (English)
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    13 April 2010
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    Brownian motion
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    Markov chain
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    stochastic differential equation
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    stochastic perturbation
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    exponential growth
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    polynomial growth
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