Stochastic Modelling and Applied Probability - Hybrid Switching Diffusions
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Published By Springer New York

9781441911063, 9781441911056

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Recurrence

Stochastic Modelling and Applied Probability - Hybrid Switching Diffusions ◽

10.1007/978-1-4419-1105-6_3 ◽

2009 ◽

pp. 69-109

Author(s):

G. George Yin ◽

Chao Zhu

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Two-Time-Scale Switching Jump Diffusions

Stochastic Modelling and Applied Probability - Hybrid Switching Diffusions ◽

10.1007/978-1-4419-1105-6_12 ◽

2009 ◽

pp. 323-353

Author(s):

G. George Yin ◽

Chao Zhu

Keyword(s):

Jump Diffusions

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Stochastic Volatility Using Regime-Switching Diffusions

Stochastic Modelling and Applied Probability - Hybrid Switching Diffusions ◽

10.1007/978-1-4419-1105-6_11 ◽

2009 ◽

pp. 301-321 ◽

Author(s):

G. George Yin ◽

Chao Zhu

Keyword(s):

Stochastic Volatility ◽

Regime Switching ◽

Switching Diffusions

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Stability

Stochastic Modelling and Applied Probability - Hybrid Switching Diffusions ◽

10.1007/978-1-4419-1105-6_7 ◽

2009 ◽

pp. 183-215

Author(s):

G. George Yin ◽

Chao Zhu

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Introduction and Motivation

Stochastic Modelling and Applied Probability - Hybrid Switching Diffusions ◽

10.1007/978-1-4419-1105-6_1 ◽

2009 ◽

pp. 1-24

Author(s):

G. George Yin ◽

Chao Zhu

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Numerical Approximation

Stochastic Modelling and Applied Probability - Hybrid Switching Diffusions ◽

10.1007/978-1-4419-1105-6_5 ◽

2009 ◽

pp. 137-157

Author(s):

G. George Yin ◽

Chao Zhu

Keyword(s):

Numerical Approximation

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Numerical Approximation to Invariant Measures

Stochastic Modelling and Applied Probability - Hybrid Switching Diffusions ◽

10.1007/978-1-4419-1105-6_6 ◽

2009 ◽

pp. 159-179

Author(s):

G. George Yin ◽

Chao Zhu

Keyword(s):

Numerical Approximation ◽

Invariant Measures

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Positive Recurrence: Weakly Connected Ergodic Classes

Stochastic Modelling and Applied Probability - Hybrid Switching Diffusions ◽

10.1007/978-1-4419-1105-6_10 ◽

2009 ◽

pp. 285-300

Author(s):

G. George Yin ◽

Chao Zhu

Keyword(s):

Positive Recurrence

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Invariance Principles

Stochastic Modelling and Applied Probability - Hybrid Switching Diffusions ◽

10.1007/978-1-4419-1105-6_9 ◽

2009 ◽

pp. 251-281

Author(s):

G. George Yin ◽

Chao Zhu

Keyword(s):

Invariance Principles

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Switching Diffusion

Stochastic Modelling and Applied Probability - Hybrid Switching Diffusions ◽

10.1007/978-1-4419-1105-6_2 ◽

2009 ◽

pp. 27-67 ◽

Author(s):

G. George Yin ◽

Chao Zhu

Keyword(s):

Switching Diffusion

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