A multivariate stochastic hybrid model with switching coefficients and jumps: solution and distribution

DOI10.1155/2011/720614zbMATH Open1234.60063OpenAlexW2126418920WikidataQ58692060 ScholiaQ58692060MaRDI QIDQ642452FDOQ642452

D. P. Siu, G. S. Ladde

Publication date: 26 October 2011

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/720614

zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD-Doob+type+stochastic+differential+equations+with+switching+coefficients&go=Go It��-Doob type stochastic differential equations with switching coefficients]multidimensional stochastic hybrid dynamic modelsOrnstein-Uhlenbeck type systems with jumps

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Continuous-time Markov processes on discrete state spaces (60J27)

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