Stability of regime-switching jump diffusions (Q3083233)
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scientific article; zbMATH DE number 5868642
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| default for all languages | No label defined |
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| English | Stability of regime-switching jump diffusions |
scientific article; zbMATH DE number 5868642 |
Statements
Stability of Regime-Switching Jump Diffusions (English)
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21 March 2011
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stability in probability
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stability almost surely
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Lyapunov exponent
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random switching
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jump diffusion
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0.9039325714111328
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0.8839724063873291
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0.8689264059066772
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0.8681012392044067
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0.8673648238182068
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