Applied Mathematics and Computation · 2014 · 10 citations · 10 references
EngineeringPhysicsComputational PhysicsDynamical SystemsStochastic ProcessesBrownian MotionDiffusion ProcessesJump ProcessesNumerical ConvergenceNumerical Methods For Differential EquationsStochastic Differential EquationsBrownian Motion With JumpsJump DiffusionsJump-diffusion ModelsJump-diffusion ProcessesMarkov Jump Processes
10
Stability of Regime-Switching Jump Diffusions
George Yin, Fubao Xi · SIAM Journal on Control and Optimization · 2010 · 112 citations
Engineering, Economics, Mathematics +17