Closed-form solutions to stochastic process switching problems
type: Item
instance of: scholarly article
title: Closed-form solutions to stochastic process switching problems
zbMATH Open document ID: 1154.91018
author: Pascal François
author: Erwan Morellec
published in: Journal of Mathematical Economics
publication date: 2008-11-13T00:00:00Z
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 60G35
zbMATH DE Number: 5365274
zbMATH Keywords: stochastic process switching
zbMATH Keywords: irreversible switch
zbMATH Keywords: state-dependent switch
zbMATH Keywords: infra-marginal switch
MaRDI profile type: Publication
full work available at URL: j.jmateco.2007.09.002
OpenAlex ID: W2059582215
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DOI: 10.1016/J.JMATECO.2007.09.002
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description: scientific article; zbMATH DE number 5365274