Asymptotic expansions of transition densities for hybrid jump-diffusions (Q1780317): Difference between revisions

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Latest revision as of 12:11, 10 June 2024

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Asymptotic expansions of transition densities for hybrid jump-diffusions
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    Asymptotic expansions of transition densities for hybrid jump-diffusions (English)
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    7 June 2005
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    Markov chain
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    jump diffusion
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    hybrid model
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    Poisson process
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    asymptotic expansion
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