Numerical solutions of regime-switching functional diffusions with infinite delay

DOI10.1080/15326349.2024.2398514MaRDI QIDQ6646221

Yuhang Zhen, Fu-bao Xi

Publication date: 29 November 2024

Published in: Stochastic Models (Search for Journal in Brave)

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cites Work

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• Ergodicity for functional stochastic differential equations and applications
• Optimal Switching with Constraints and Utility Maximization of an Indivisible Market
• Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization

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