Coupling and tracking of regime-switching martingales (Q2515905)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coupling and tracking of regime-switching martingales |
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Coupling and tracking of regime-switching martingales (English)
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7 August 2015
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regime-switching martingales
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coupling
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Brownian motion
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Bellman principle
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continuous-time Markov chains
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stochastic integrals
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