位置：成果数据库 > 期刊 > 期刊详情页
Numerical solutions of regime-switching jump diffusions
  • ISSN号：0096-3003
  • 期刊名称：Applied Mathematics and Computation
  • 时间：2014.10.1
  • 页码：822-835
  • 相关项目：带切换的Levy型过程理论及其应用
作者： Hoang, Tuan Anh|Yin, George|Xi, Fubao|
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
同项目期刊论文
Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, lineariza
Stochastic Lienard equations with state-dependent switching
Martingale problems for switched processes
Removing logarithms in Poisson approximation to the partial sum process of a Markov chain
Large deviations for empirical measures of switching diffusion processes with small parameters
Stability and recurrence of regime-switching diffusion processes
Coupling for Markovian switching jump-diffusions
Almost sure stability and instability for switching-jump-diffusion systems with state-dependent swit
The strong Feller property of switching jump-diffusion processes
Laplacianperturbed by non-local operators
Stochastic Lienard equations with random switching and two-time scales
Coupling and exponential convergence rate for Markovian switching jump diffusions
Overshoot in biological systems modelled by Markov chains: a non-equilibrium dynamic phenomenon
Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE sol
An allosteric model of the inositol trisphosphate receptor with nonequilibrium binding
Modelingstochastic phenotype switching and bet-hedging in bacteria: stochasticnonlinear dynamics and
Successful couplings for diffusion processes with state-dependent switching
Strong ergodicity of the regime-switching diffusion processes