A multivariate stochastic hybrid model with switching coefficients and jumps: solution and distribution

DOI10.1155/2011/720614zbMath1234.60063OpenAlexW2126418920WikidataQ58692060 ScholiaQ58692060MaRDI QIDQ642452

D. P. Siu, Gangaram S. Ladde

Publication date: 26 October 2011

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/720614

zbMATH Keywords

Itô-Doob type stochastic differential equations with switching coefficientsmultidimensional stochastic hybrid dynamic modelsOrnstein-Uhlenbeck type systems with jumps

Mathematics Subject Classification ID

Cites Work

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