Variational formula for the stability of regime-switching diffusion processes
type: Item
instance of: scholarly article
title: Variational formula for the stability of regime-switching diffusion processes
zbMATH Open document ID: 1391.60185
author: Lingdi Wang
author: Jinghai Shao
published in: Science China. Mathematics
publication date: 2018-06-01T00:00:00Z
Mathematics Subject Classification ID: 60J27
Mathematics Subject Classification ID: 93E15
Mathematics Subject Classification ID: 60A10
zbMATH DE Number: 6879968
zbMATH Keywords: stability in probability
zbMATH Keywords: regime-switching diffusions
zbMATH Keywords: state-dependent
zbMATH Keywords: \(M\)-matrix
MaRDI profile type: Publication
full work available at URL: s11425-016-9015-1
OpenAlex ID: W2784278634
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DOI: 10.1007/S11425-016-9015-1
description: scientific article; zbMATH DE number 6879968