Zobrazeno 1 - 4
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pro vyhledávání: '"Qinjing Qiu"'
Autor:
Qinjing Qiu, Reiichiro Kawai
We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and compensate a cha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f27b8745097a982e727b3e29620360a0
Autor:
Reiichiro Kawai, Qinjing Qiu
Publikováno v:
Statistics & Probability Letters. 182:109301
Markov modulation has been widely employed in various fields of application, such as finance, economics, information and computer sciences, operations research, healthcare, and bio-medicines, whereas the additional modeling flexibility comes at the c
Autor:
Qiu, Qinjing, Kawai, Reiichiro
Publikováno v:
Stochastics: An International Journal of Probability & Stochastic Processes; May2024, Vol. 96 Issue 3, p1200-1240, 41p
Autor:
Qiu, Qinjing, Kawai, Reiichiro
Publikováno v:
Journal of Theoretical Probability; Jun2023, Vol. 36 Issue 2, p1003-1036, 34p