A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows
type: Item
instance of: scholarly article
title: A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows
zbMATH Open document ID: 1392.60060
author: Robert J. Elliott
author: Tak Kuen Siu
published in: Journal of Mathematical Analysis and Applications
publication date: 2018-02-13T00:00:00Z
full work available at URL: https://ap01.alma.exlibrisgroup.com/view/delivery/61USOUTHAUS_INST/12152828980001831
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 60J27
zbMATH DE Number: 6837587
zbMATH Keywords: Cauchy problem
zbMATH Keywords: regime-switching diffusion process
zbMATH Keywords: Kolmogorov equations
zbMATH Keywords: differentiability
zbMATH Keywords: stochastic flows
MaRDI profile type: Publication
OpenAlex ID: W2775355612
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DOI: 10.1016/J.JMAA.2017.12.019
description: scientific article; zbMATH DE number 6837587