| Ergodicity and First Passage Probability of Regime-Switching Geometric Brownian Motions∗ | |
| Shao Jinghai | |
| 刊名 | Chinese Annals of Mathematics,Series B
 |
| 2018 | |
| 卷号 | 第39卷页码:P739-754 |
| 关键词 | Ergodicity/Regime-switching diffusions/Lyapunov functions/First passage probability |
| ISSN号 | 0252-9599 |
| URL标识 | 查看原文 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/2931977 |
| 专题 | 天津大学 |
| 作者单位 | Center for Applied Mathematics, Tianjin University, Tianjin, 300072 |
| 推荐引用方式 GB/T 7714 | Shao Jinghai. Ergodicity and First Passage Probability of Regime-Switching Geometric Brownian Motions∗[J]. Chinese Annals of Mathematics,Series B,2018,第39卷:P739-754. |
| APA | Shao Jinghai.(2018).Ergodicity and First Passage Probability of Regime-Switching Geometric Brownian Motions∗.Chinese Annals of Mathematics,Series B,第39卷,P739-754. |
| MLA | Shao Jinghai."Ergodicity and First Passage Probability of Regime-Switching Geometric Brownian Motions∗".Chinese Annals of Mathematics,Series B 第39卷(2018):P739-754. |
| 个性服务 |
| 查看访问统计 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
修改评论