电邮这篇文章 Distributions of Functionals of Switching Diffusions
- 作者: Borodin A.N.1
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隶属关系:
- St.Petersburg Department of the Steklov Mathematical Institute, St.Petersburg State University
- 期: 卷 229, 编号 6 (2018)
- 页面: 632-650
- 栏目: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/240501
- DOI: https://doi.org/10.1007/s10958-018-3703-6
- ID: 240501
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详细
The paper deals with methods of computation of distributions of functionals of switching diffusions. The switching between two collections of diffusion coefficients occurs at the Poisson time moments which are independent of the initial diffusions. One can also consider more general diffusions when the choice is made from three or more collections of diffusion coefficients.
作者简介
A. Borodin
St.Petersburg Department of the Steklov Mathematical Institute, St.Petersburg State University
编辑信件的主要联系方式.
Email: borodin@pdmi.ras.ru
俄罗斯联邦, St. Petersburg
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