Stability of Regime-Switching Jump Diffusions (Q3083233)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of Regime-Switching Jump Diffusions |
scientific article |
Statements
Stability of Regime-Switching Jump Diffusions (English)
0 references
21 March 2011
0 references
stability in probability
0 references
stability almost surely
0 references
Lyapunov exponent
0 references
random switching
0 references
jump diffusion
0 references
