Asymptotic stability of semi-Markov modulated jump diffusions
DOI10.1155/2012/185474zbMATH Open1260.60107OpenAlexW2115157625WikidataQ58689547 ScholiaQ58689547MaRDI QIDQ448324FDOQ448324
Authors: Amogh Deshpande 
Publication date: 6 September 2012
Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/185474
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Cites Work
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- Stability of a random diffusion with linear drift
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- Stability of regime-switching jump diffusions
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
- Asymptotic properties of jump-diffusion processes with state-dependent switching
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- Stochastic stabilization of dynamical systems using Lévy noise
- Risk Minimizing Option Pricing in a Regime Switching Market
- Local to global theorems in the theory of Hurewicz fibrations
- Risk Minimizing Option Pricing in a Semi-Markov Modulated Market
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