Another method for solving the problem of stochastic process switching

DOI10.1016/0165-1889(94)90012-4zbMath0875.90081OpenAlexW1992203184MaRDI QIDQ5894576

Mohamed El Babsiri

Publication date: 27 February 1997

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(94)90012-4

zbMATH Keywords

Exchange rateGirsanov theoremAbsorbing barriers

Mathematics Subject Classification ID

Economic growth models (91B62) Stochastic systems in control theory (general) (93E03)

Cites Work

• A Model of Stochastic Process Switching
• Stochastic Process Switching: Some Simple Solutions
• Solution to a Problem of Stochastic Process Switching
• Unnamed Item

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