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Distributions of Functionals of Switching Diffusions. / Borodin, A.N.

In: Journal of Mathematical Sciences, Vol. 229, No. 6, 2018, p. 632-650.

Research output: Contribution to journal › Article › peer-review

Harvard

Borodin, AN 2018, 'Distributions of Functionals of Switching Diffusions', Journal of Mathematical Sciences, vol. 229, no. 6, pp. 632-650.

APA

Borodin, A. N. (2018). Distributions of Functionals of Switching Diffusions. Journal of Mathematical Sciences, 229(6), 632-650.

Vancouver

Borodin AN. Distributions of Functionals of Switching Diffusions. Journal of Mathematical Sciences. 2018;229(6):632-650.

Author

Borodin, A.N. / Distributions of Functionals of Switching Diffusions. In: Journal of Mathematical Sciences. 2018 ; Vol. 229, No. 6. pp. 632-650.

BibTeX

@article{5ed97f843ab94ec3bf3d0c9ee65584e2,
title = "Distributions of Functionals of Switching Diffusions",
abstract = "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.",
author = "A.N. Borodin",
note = "Borodin, A.N. Distributions of Functionals of Switching Diffusions. J Math Sci 229, 632–650 (2018). https://doi.org/10.1007/s10958-018-3703-6",
year = "2018",
language = "English",
volume = "229",
pages = "632--650",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
publisher = "Springer Nature",
number = "6",

}

RIS

TY - JOUR

T1 - Distributions of Functionals of Switching Diffusions

AU - Borodin, A.N.

N1 - Borodin, A.N. Distributions of Functionals of Switching Diffusions. J Math Sci 229, 632–650 (2018). https://doi.org/10.1007/s10958-018-3703-6

PY - 2018

Y1 - 2018

N2 - 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.

AB - 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.

UR - https://link.springer.com/article/10.1007/s10958-018-3703-6

M3 - Article

VL - 229

SP - 632

EP - 650

JO - Journal of Mathematical Sciences

JF - Journal of Mathematical Sciences

SN - 1072-3374

IS - 6

ER -

ID: 37612546