Coupling for Markovian switching jump-diffusions (Q2437135)
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scientific article; zbMATH DE number 6263797
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Coupling for Markovian switching jump-diffusions |
scientific article; zbMATH DE number 6263797 |
Statements
Coupling for Markovian switching jump-diffusions (English)
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28 February 2014
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jump-diffusion
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Markovian switching
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successful coupling
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order-preserving coupling
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0.9057791829109192
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0.8245113492012024
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0.8245113492012024
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0.8239288330078125
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0.7856563925743103
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