Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions (Q4591239): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / arXiv ID
 
Property / arXiv ID: 1706.03684 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lévy Processes and Stochastic Calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Processes of normal inverse Gaussian type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial Modelling with Jump Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integro-differential equations for option prices in exponential Lévy models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-Time Markov Jump Linear Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic evaluation of certain markov process expectations for large time, I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of regime-switching stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of regime-switching diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Jump-Diffusion Model for Option Pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of stochastic differential equations with Markovian switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Differential Equations with Markovian Switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov Chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fitting the variance-gamma model to financial data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability and Recurrence of Regime-Switching Diffusion Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4693053 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability for multidimensional jump-diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of jump-diffusion processes with state-dependent switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of Regime-Switching Jump Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time Markov chains and applications. A two-time-scale approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hybrid switching diffusions. Properties and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stock Trading: An Optimal Selling Rule / rank
 
Normal rank
Property / cites work
 
Property / cites work: Feynman–Kac formulas for regime-switching jump diffusions and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost Sure and $p$th-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems / rank
 
Normal rank

Latest revision as of 16:56, 14 July 2024

scientific article; zbMATH DE number 6806448
Language Label Description Also known as
English
Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions
scientific article; zbMATH DE number 6806448

    Statements

    Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    13 November 2017
    0 references
    regime-switching jump diffusion
    0 references
    almost sure exponential stability
    0 references
    \(p\)th moment exponential stability
    0 references
    Lyapunov exponent
    0 references
    Poisson random measure
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references