Pages that link to "Item:Q424648"
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The following pages link to Continuous-time Markov chains and applications. A two-time-scale approach (Q424648):
Displayed 17 items.
- Large deviations for Markov-modulated diffusion processes with rapid switching (Q271854) (← links)
- Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation (Q272784) (← links)
- An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
- Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208) (← links)
- Optimal stopping of two-time scale Markovian systems: analysis, numerical methods, and applications (Q1680823) (← links)
- Stochastic systems arising from Markov modulated empirical measures (Q1697658) (← links)
- Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
- On stochastic multi-group Lotka-Volterra ecosystems with regime switching (Q2364749) (← links)
- Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions (Q2401783) (← links)
- Certain properties related to well posedness of switching diffusions (Q2403701) (← links)
- Ergodicity for functional stochastic differential equations and applications (Q2438291) (← links)
- Non-Archimedean reaction-ultradiffusion equations and complex hierarchic systems (Q4569234) (← links)
- Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes (Q4584277) (← links)
- Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions (Q4591239) (← links)
- Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions (Q5346507) (← links)
- Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching (Q5347527) (← links)