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Coupling for Markovian switching jump-diffusions
  • ISSN号：1005-1031
  • 期刊名称：Applied Mathematics-A Journal of Chinese Universit
  • 时间：2013.6
  • 页码：204-216
  • 分类：O211.62[理学—概率论与数理统计;理学—数学] P631.813[天文地球—地质矿产勘探;天文地球—地质学]
  • 作者机构：School of Mathematics, Beijing Institute of Technology, Beijing 100081, China
  • 相关基金：Supported by the National Natural Science Foundation of China （11171024）
  • 相关项目：带切换的Levy型过程理论及其应用
作者： Xi Fu-bao|
关键词： 扩散耦合, 切换装置, 跳跃, 跳扩散过程, 数字调制, 保序耦合, Jump-diffusion, Markovian switching, successful coupling, order-preserving coupling.
中文摘要：

Email： xifb@bit.edu.cn

同期刊论文项目
带切换的Levy型过程理论及其应用
期刊论文 20 会议论文 1
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期刊信息
  • 《高校应用数学学报：英文版（B辑）》
  • 主管单位:教育部
  • 主办单位:浙江大学 中国工业与应用数学学会
  • 主编：林正炎 李大潜
  • 地址：杭州玉泉浙江大学数学系
  • 邮编：310027
  • 邮箱：amjcu B@eju.edu.cn
  • 电话：0571-87951602
  • 国际标准刊号：ISSN：1005-1031
  • 国内统一刊号：ISSN：33-1171/O
  • 邮发代号:
  • 获奖情况:
  • 国内外数据库收录:
  • 美国数学评论（网络版）,德国数学文摘,荷兰文摘与引文数据库,美国科学引文索引（扩展库）
  • 被引量:26