Feynman–Kac formulas for regime-switching jump diffusions and their applications
Author:
Affiliation:
1. Department of Mathematical Sciences, University of Wisconsin-Milwaukee, MilwaukeeWI 53201, USA
2. Department of Mathematics, Wayne State University, Detroit, MI 48202, USA
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2015.1019884
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4. P. Billingsley, Convergence of Probability Measures, John Wiley & Sons Inc, New York, 1968.
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