SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Hybrid Switching Diffusions: Properties and Applications · Study

ArticleShelves

ArticleHybrid Switching Diffusions: Properties and Applications

George Yin2010

Article2010

Hybrid Switching Diffusions: Properties and Applications

George Yin · Chao Zhu

383 citations·0/0 files stored·DIAL (Catholic University of Leuven)

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Stability and Control of Uncertain Systems Stochastic processes and statistical mechanics

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 383 citations exist upstream.

Cited by

2015Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space 2017Certain properties related to well posedness of switching diffusions 2013Optimal reinsurance strategies in regime-switching jump diffusion models: Stochastic differential game formulation and numerical methods 2013Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections 2012Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation 2012Maximum principle for optimal control problems of forward–backward regime-switching system and applications 2021A General Stochastic Maximum Principle for Mean-Field Controls with Regime Switching 2019A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems

Details

Year2010

Typearticle

Published2010-01-01

VenueDIAL (Catholic University of Leuven)

Languageen

Citations383

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

openalex_workW1546689893

Links

landingopen

Imported from OpenAlex (CC0) — nothing here is generated.