Pages that link to "Item:Q2445431"
From MaRDI portal
The following pages link to Fuzzy semi-Markov migration process in credit risk (Q2445431):
Displaying 12 items.
- Resilient estimation for T-S fuzzy descriptor systems with semi-Markov jumps and time-varying delay (Q781874) (← links)
- A new default probability calculation formula and its application under uncertain environments (Q1727067) (← links)
- Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk (Q1940089) (← links)
- Reliable \(H_\infty\) filtering of semi-Markov jump systems over a lossy network (Q2030945) (← links)
- A copula-based approximation to Markov chains (Q2115302) (← links)
- Finite-time \(H_{\infty}\) control for T-S fuzzy descriptor semi-Markov jump systems via static output feedback (Q2328925) (← links)
- Reliable mixed \(\mathcal{H}_\infty\)/passive control for T-S fuzzy delayed systems based on a semi-Markov jump model approach (Q2398161) (← links)
- The total return swap pricing model under fuzzy random environments (Q2398729) (← links)
- Semi-Markov migration process in a stochastic market in credit risk (Q2448226) (← links)
- Mean-square integral input-to-state stability of nonlinear impulsive semi-Markov jump delay systems (Q2656851) (← links)
- Bivariate Semi-Markov Process for Counterparty Credit Risk (Q5419662) (← links)
- Rate of convergence in fuzzy non homogeneous Markov systems (Q5860762) (← links)
