Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes
From MaRDI portal
Publication:4818626
DOI10.1080/10451120410001696261zbMath1060.60080OpenAlexW1979003293MaRDI QIDQ4818626
Publication date: 29 September 2004
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10451120410001696261
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (8)
Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise ⋮ Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes ⋮ Asymptotically optimal dividend policy for regime-switching compound Poisson models ⋮ Strong convergence rate for slow-fast stochastic differential equations with Markovian switching ⋮ Exponential stability of neutral stochastic functional differential equations with two-time-scale Markovian switching ⋮ Asymptotic expansions of transition densities for hybrid jump-diffusions ⋮ Convergence of martingale solutions to the hybrid slow-fast system ⋮ Strong averaging principle for slow-fast SPDEs with Poisson random measures
This page was built for publication: Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes
