Variational formula for the stability of regime-switching diffusion processes (Q1635849): Difference between revisions

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Latest revision as of 18:58, 15 July 2024

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Variational formula for the stability of regime-switching diffusion processes
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    Variational formula for the stability of regime-switching diffusion processes (English)
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    1 June 2018
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    stability in probability
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    regime-switching diffusions
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    state-dependent
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    \(M\)-matrix
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