Closed-form solutions to stochastic process switching problems (Q952681)

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scientific article; zbMATH DE number 5365274
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    Closed-form solutions to stochastic process switching problems
    scientific article; zbMATH DE number 5365274

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      Closed-form solutions to stochastic process switching problems (English)
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      13 November 2008
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      stochastic process switching
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      irreversible switch
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      state-dependent switch
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      infra-marginal switch
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