The following pages link to (Q4375487):
Displaying 50 items.
- Saddlepoint approximations to option price in a regime-switching model (Q300691) (← links)
- Spatio-temporal averaging for a class of hybrid systems and application to conductance-based neuron models (Q313354) (← links)
- Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes (Q370270) (← links)
- Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (Q425955) (← links)
- Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes (Q429283) (← links)
- Stability of a pure random delay system with two-time-scale Markovian switching (Q432478) (← links)
- Pathogen evolution in switching environments: a hybrid dynamical system approach (Q452473) (← links)
- Multiscale stochastic modelling of gene expression (Q455759) (← links)
- A regime-switching model with the volatility smile for two-asset European options (Q462338) (← links)
- Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach (Q505633) (← links)
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control (Q522803) (← links)
- Stochastic optimal control and linear programming approach (Q535338) (← links)
- Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes (Q538474) (← links)
- Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
- Finite-time stability theorem of stochastic nonlinear systems (Q624963) (← links)
- Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
- Optimal selling rule in a regime switching Lévy market (Q638071) (← links)
- Nearly-optimal asset allocation in hybrid stock investment models. (Q703185) (← links)
- Properties of solutions of stochastic differential equations with continuous-state-dependent switching (Q712174) (← links)
- Pricing American options under multi-states: a radial basis collocation approach (Q725397) (← links)
- Existence of asymptotic values for nonexpansive stochastic control systems (Q741140) (← links)
- Near-optimal controls of random-switching LQ problems with indefinite control weight costs (Q814013) (← links)
- Asymptotically optimal production policies in dynamic stochastic jobshops with limited buffers (Q820026) (← links)
- Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
- Stabilization and destabilization of hybrid systems of stochastic differential equations (Q869073) (← links)
- Option pricing in a regime-switching model using the fast Fourier transform (Q937475) (← links)
- Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach (Q972465) (← links)
- Balanced realizations of regime-switching linear systems (Q998619) (← links)
- On competitive Lotka-Volterra model in random environments (Q1025823) (← links)
- Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time (Q1036925) (← links)
- Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings (Q1125308) (← links)
- Singularly perturbed multidimensional switching diffusions with fast and slow switchings (Q1279954) (← links)
- Optimal filtering of discrete-time hybrid systems (Q1281967) (← links)
- Constrained stochastic estimation algorithms for a class of hybrid stock market models (Q1407240) (← links)
- Stability of Markov modulated discrete-time dynamic systems. (Q1410357) (← links)
- Near-optimal controls of discrete-time dynamic systems driven by singularly-perturbed Markov chains (Q1411391) (← links)
- Average and diffusion approximation of stochastic evolutionary systems in an asymptotic split state space (Q1431563) (← links)
- Occupation measures of singularly perturbed Markov chains with absorbing states (Q1569963) (← links)
- Hierarchical production control in a stochastic \(N\)-machine flowshop with long-run average cost. (Q1589961) (← links)
- Hierarchical production control in dynamic stochastic jobshops with long-run average cost (Q1594870) (← links)
- On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators (Q1630668) (← links)
- Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208) (← links)
- Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes (Q1690493) (← links)
- Quasi-stationary asymptotics for perturbed semi-Markov processes in discrete time (Q1694495) (← links)
- Exponential stability of neutral stochastic functional differential equations with two-time-scale Markovian switching (Q1719361) (← links)
- Numerical method for stationary distribution of stochastic differential equations with Markovian switching (Q1765451) (← links)
- Asymptotic expansions of transition densities for hybrid jump-diffusions (Q1780317) (← links)
- Singularly perturbed diffusisons: Rapid switchings and fast diffusions. (Q1807686) (← links)
