Asymptotic expansions of transition densities for hybrid jump-diffusions (Q1780317)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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