Weak convergence of Markov-modulated diffusion processes with rapid switching (Q2452781): Difference between revisions

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+W1988995663
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+.03020
@@ Property / arXiv ID: 1501.03020 / rank @@
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+Stopping times and tightness
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+Option Pricing With Markov-Modulated Dynamics
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+Large deviations for two scaled diffusions
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+Q3995465
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+Weak convergence of Markov-modulated random sequences
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+Q5297394
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+Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits
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