Periodic solutions of hybrid jump diffusion processes (Q2238054): Difference between revisions

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Property / DOI: 10.1007/s11464-021-0937-2 / rank
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Latest revision as of 15:11, 17 December 2024

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Periodic solutions of hybrid jump diffusion processes
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    Periodic solutions of hybrid jump diffusion processes (English)
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    29 October 2021
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    hybrid system
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    regime-switching jump diffusion
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    periodic solution
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    strong Feller property
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    irreducibility
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