On stability of the Markov-modulated skew CIR process (Q899651): Difference between revisions

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-.1016/j.spl.2015.10.020
@@ Property / DOI: 10.1016/j.spl.2015.10.020 / rank @@
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@@ Property / cites work @@
+Markov-modulated jump-diffusions for currency option pricing
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+Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve
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+Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve
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+On the stability of jump-diffusions with Markovian switching
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+Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
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@@ Property / DOI @@
+.1016/J.SPL.2015.10.020
@@ Property / DOI: 10.1016/J.SPL.2015.10.020 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:899651