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Regime-Switching Jump Diffusion Processes with Countable Regimes: Feller, Strong Feller, Irreducibility and Exponential Ergodicity

機(jī)譯：細(xì)節(jié)切換跳躍擴(kuò)散過程，具有可數(shù)性制度：FELLER，強(qiáng)烈的擊球手，不可可怕和指數(shù)淵源

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作者
Kunwai, Khwanchai.;
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作者單位

The University of Wisconsin - Milwaukee.;

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授予單位 The University of Wisconsin - Milwaukee.;
學(xué)科
學(xué)位 Ph.D.
年度 2021
頁(yè)碼 115 p.
總頁(yè)數(shù) 115
原文格式 PDF
正文語(yǔ)種 eng
中圖分類
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專利

1. ON FELLER AND STRONG FELLER PROPERTIES AND EXPONENTIAL ERGODICITY OF REGIME-SWITCHING JUMP DIFFUSION PROCESSES WITH COUNTABLE REGIMES [J] . Xi Fubao, Zhu Chao SIAM Journal on Control and Optimization . 2017,第3期

機(jī)譯：與可數(shù)制度的條例切換跳躍擴(kuò)散流程的貝爾和強(qiáng)者特性和指數(shù)遍歷性
2. On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes [J] . Kunwai Khwanchai, Zhu Chao Nonlinear analysis. Hybrid systems: An International Multidisciplinary Journal . 2020,第1期

機(jī)譯：對(duì)具有可數(shù)性制度的條件切換跳躍擴(kuò)散流程的貝爾和強(qiáng)烈的反彈特性和不可縮寫
3. Regime-switching diffusion processes: strong solutions and strong Feller property [J] . Shao-Qin Zhang Stochastic Analysis and Applications . 2020,第1期

機(jī)譯：制度切換擴(kuò)散過程：強(qiáng)大的解決方案和強(qiáng)子宮財(cái)產(chǎn)
4. Feller continuity, recurrence, and stabilization of regime-switching diffusions [C] . Zhu C., Yin G. 49th IEEE Conference on Decision and Control . 2010

機(jī)譯：Feller的連續(xù)性，復(fù)發(fā)性和體制轉(zhuǎn)換擴(kuò)散的穩(wěn)定性
5. Option Pricing Under Exponential Jump Diffusion Processes [D] . Bu, Tianren. 2018

機(jī)譯：指數(shù)跳躍擴(kuò)散過程下的選項(xiàng)定價(jià)
6. Feller Processes: The Next Generation in Modeling. Brownian Motion Lévy Processes and Beyond [O] . Bj?rn B?ttcher 2010

機(jī)譯：Feller Processs：下一代建模。布朗運(yùn)動(dòng)Lévy過程及其他
7. On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes [O] . Xi, Fubao, Zhu, Chao 2017

機(jī)譯：關(guān)于Feller的Feller和強(qiáng)Feller性質(zhì)及指數(shù)遍歷性 ??具有可計(jì)數(shù)制度的制度轉(zhuǎn)換跳躍擴(kuò)散過程
8. Exponential Changes of Measure for the Feller Diffusion and Superprocesses [R] . Adler, R. J., Iyer, K. 1998

機(jī)譯：Feller擴(kuò)散和超級(jí)過程的指數(shù)變化

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Regime-Switching Jump Diffusion Processes with Countable Regimes: Feller, Strong Feller, Irreducibility and Exponential Ergodicity

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