Large deviations for Markov-modulated diffusion processes with rapid switching
Work
Year: 2015
Type: article
Authors Gang Huang, Michel Mandjes, Peter Spreij
Institutions University of Amsterdam, Radboud University Nijmegen
Cites: 41
Cited by: 24
Related to: 10
FWCI: 2.058
Citation percentile (by year/subfield): 85.4
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: bronze