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zbMath1185.60059MaRDI QIDQ3398955

Huizhong Wu, John A. D. Appleby, Xuerong Mao, Terry Lynch

Publication date: 29 September 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

law of the iterated logarithm Markovian switching inefficient market

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic models in economics (91B70) Strong limit theorems (60F15) Auctions, bargaining, bidding and selling, and other market models (91B26)

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