Stability of Regime-Switching Jump Diffusions (Q3083233): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/080738301 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2000654116 / rank | |||
Normal rank | |||
Latest revision as of 02:01, 20 March 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)
0 references
21 March 2011
0 references
stability in probability
0 references
stability almost surely
0 references
Lyapunov exponent
0 references
random switching
0 references
jump diffusion
0 references
