Pages that link to "Item:Q2804019"

The following pages link to Feynman–Kac formulas for regime-switching jump diffusions and their applications (Q2804019):

Displaying 15 items.

• On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators (Q1630668) (← links)
• Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity (Q1720281) (← links)
• Razumikhin method to stability of delay coupled systems with hybrid switching diffusions (Q2061192) (← links)
• Large deviations for multi-scale regime-switching jump diffusion systems (Q2099243) (← links)
• Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) (← links)
• Feynman-Kac theorem in random environments and partial integro-differential equations (Q2408780) (← links)
• Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment (Q2663814) (← links)
• Mean-variance portfolio selection with random investment horizon (Q2691411) (← links)
• Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions (Q4591239) (← links)
• Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration (Q4971976) (← links)
• Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise (Q5056568) (← links)
• Exit Problems as the Generalized Solutions of Dirichlet Problems (Q5232228) (← links)
• On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes (Q5266531) (← links)
• Safety verification for regime-switching jump diffusions via barrier certificates (Q6052173) (← links)
• Periodic homogenization of a class of weakly coupled systems of linear PDEs (Q6125397) (← links)