Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps
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Publication:990774
DOI10.1016/j.aml.2009.07.004zbMath1197.60081MaRDI QIDQ990774
Publication date: 1 September 2010
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2009.07.004
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
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