Coupling and tracking of regime-switching martingales (Q2515905)
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scientific article; zbMATH DE number 6471516
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| default for all languages | No label defined |
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| English | Coupling and tracking of regime-switching martingales |
scientific article; zbMATH DE number 6471516 |
Statements
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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0.8410272002220154
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0.7643035650253296
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0.7528443932533264
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0.7462266683578491
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0.7417517304420471
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