Asymptotic expansions for solutions of systems of Kolmogorov backward equations of two-time-scale switching jump diffusions (Q2890077)
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scientific article; zbMATH DE number 6044167
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| English | Asymptotic expansions for solutions of systems of Kolmogorov backward equations of two-time-scale switching jump diffusions |
scientific article; zbMATH DE number 6044167 |
Statements
Asymptotic Expansions for Solutions of Systems of Kolmogorov Backward Equations of Two-Time-Scale Switching Jump Diffusions (English)
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8 June 2012
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asymptotic expansion
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diffusion process
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jump process
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two-time scale
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0.9422094225883484
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0.8378557562828064
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0.8352217674255371
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0.8137370944023132
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