Large deviations for Markov-modulated diffusion processes with rapid switching
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Publication:271854
DOI10.1016/j.spa.2015.12.005zbMath1336.60054OpenAlexW1843495185MaRDI QIDQ271854
Peter Spreij, M. R. H. Mandjes, Gang Huang
Publication date: 20 April 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2015.12.005
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