Coupling for Markovian switching jump-diffusions

DOI10.1007/s11766-013-3075-0zbMath1299.60090OpenAlexW2148637672MaRDI QIDQ2437135

Fu-bao Xi

Publication date: 28 February 2014

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-013-3075-0

zbMATH Keywords

Markovian switchingjump-diffusionorder-preserving couplingsuccessful coupling

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)

Cites Work

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