UM

Browse/Search Results:  1-2 of 2 Help

Selected(0)Clear Items/Page:    Sort:
Exponential Ergodicity for SDEs Driven by -Stable Processes with Markovian Switching in Wasserstein Distances Journal article
POTENTIAL ANALYSIS, 2018,Volume: 49,Issue: 4,Page: 503-526
Authors:  Tong, Jinying;  Jin, Xinghu;  Zhang, Zhenzhong
Favorite  |  View/Download:17/0  |  Submit date:2018/10/30
Exponential ergodicity  Symmetric -stable process  Markovian switching  M-matrix  Wasserstein distance  Coupling method  
Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching Journal article
SCIENCE CHINA-INFORMATION SCIENCES, 2018,Volume: 61,Issue: 7
Authors:  Zhang, Shuaiqi;  Xiong, Jie;  Liu, Xiangdong
Favorite  |  View/Download:12/0  |  Submit date:2018/10/30
partial information  Markovian regime-switching  stochastic maximum principle  forward-backward stochastic differential equation (FBSDE)