Zobrazeno 1 - 2
of 2
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::286cdaf0e103c824d34ac0d56e5a0bc9
https://doi.org/10.1016/j.spl.2021.109301
https://doi.org/10.1016/j.spl.2021.109301
