Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532): Difference between revisions

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Property / DOI: 10.1016/j.automatica.2006.03.016 / rank
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Property / author
 
Property / author: Qingshuo Song / rank
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Property / author
 
Property / author: G. George Yin / rank
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Property / author
 
Property / author: Zhimin Zhang / rank
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Property / author
 
Property / author: Qingshuo Song / rank
 
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Property / author
 
Property / author: G. George Yin / rank
 
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Property / author
 
Property / author: Zhimin Zhang / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.automatica.2006.03.016 / rank
 
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Property / OpenAlex ID: W2070056413 / rank
 
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Property / cites work
 
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Latest revision as of 05:34, 10 December 2024

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Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions
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    Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (English)
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    7 December 2006
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    controlled regime-switching diffusion
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    regime-switching jump diffusion
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    Markov chain approximation
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    convergence
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