A limit theorem for regime-switching diffusion processes

DOI10.1007/s10958-022-06240-wOpenAlexW4311212058MaRDI QIDQ2684715

M. M. Faddeev, Nataliya V. Smorodina

Publication date: 17 February 2023

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-022-06240-w

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Markov processes (60Jxx) Probability theory and stochastic processes (60-XX)

Cites Work

• Hybrid switching diffusions. Properties and applications
• Stability of regime-switching stochastic differential equations
• Functional Integration and Partial Differential Equations. (AM-109)
• Regime-switching diffusion processes: strong solutions and strong Feller property
• Stochastic Differential Equations with Markovian Switching
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A limit theorem for regime-switching diffusion processes