Stochastic Differential Delay Equations with Markovian Switching
Work
Year: 2000
Type: article
Abstract: In this paper we discuss stochastic differential delay equations with Markovian switching.These can be regarded as the result of several stochastic differential delay equations switching among each ot... more
Source: Bernoulli
Institutions University of Strathclyde, Moscow State University, Institute of Physics and Technology
Cites: 22
Cited by: 220
Related to: 10
FWCI: 2.857
Citation percentile (by year/subfield): 95.1
Subfield: Finance
Domain: Social Sciences
Open Access status: green