Stability of Regime-Switching Jump Diffusions (Q3083233): Difference between revisions
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Revision as of 22:30, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of Regime-Switching Jump Diffusions |
scientific article |
Statements
Stability of Regime-Switching Jump Diffusions (English)
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21 March 2011
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stability in probability
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stability almost surely
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Lyapunov exponent
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random switching
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jump diffusion
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