FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1960719493> ?p ?o ?g. }

• W1960719493 endingPage "1032" @default.
• W1960719493 startingPage "1000" @default.
• W1960719493 abstract "This work develops Feynman-Kac formulas for a class of regime-switching jump diffusion processes, in which the jump part is driven by a Poisson random measure associated to a general L'evy process and the switching part depends on the jump diffusion processes. Under broad conditions, the connections of such stochastic processes and the corresponding partial integro-differential equations are established. Related initial, terminal, and boundary value problems are also treated. Moreover, based on weak convergence of probability measures, it is demonstrated that a sequence of random variables related to the regime-switching jump diffusion process converges in distribution to the arcsine law." @default.
• W1960719493 created "2016-06-24" @default.
• W1960719493 creator A5008853967 @default.
• W1960719493 creator A5051604373 @default.
• W1960719493 creator A5070673977 @default.
• W1960719493 date "2015-06-04" @default.
• W1960719493 modified "2023-09-23" @default.
• W1960719493 title "Feynman–Kac formulas for regime-switching jump diffusions and their applications" @default.
• W1960719493 cites W146273466 @default.
• W1960719493 cites W1969848360 @default.
• W1960719493 cites W1974858128 @default.
• W1960719493 cites W1974947350 @default.
• W1960719493 cites W1975711585 @default.
• W1960719493 cites W1994752531 @default.
• W1960719493 cites W1997093580 @default.
• W1960719493 cites W2000654116 @default.
• W1960719493 cites W2007560378 @default.
• W1960719493 cites W2029342991 @default.
• W1960719493 cites W2039963627 @default.
• W1960719493 cites W2046034165 @default.
• W1960719493 cites W2047188539 @default.
• W1960719493 cites W2060924433 @default.
• W1960719493 cites W2064962060 @default.
• W1960719493 cites W2068761599 @default.
• W1960719493 cites W2087019456 @default.
• W1960719493 cites W2097715096 @default.
• W1960719493 cites W2100451415 @default.
• W1960719493 cites W2107257520 @default.
• W1960719493 cites W2122197790 @default.
• W1960719493 cites W2260817477 @default.
• W1960719493 cites W2275857966 @default.
• W1960719493 cites W2488096466 @default.
• W1960719493 cites W2900812847 @default.
• W1960719493 cites W3022439851 @default.
• W1960719493 cites W3103192178 @default.
• W1960719493 cites W4229906575 @default.
• W1960719493 cites W4233487859 @default.
• W1960719493 cites W4235816940 @default.
• W1960719493 cites W4244967830 @default.
• W1960719493 cites W4251510210 @default.
• W1960719493 cites W4300810540 @default.
• W1960719493 doi "https://doi.org/10.1080/17442508.2015.1019884" @default.
• W1960719493 hasPublicationYear "2015" @default.
• W1960719493 type Work @default.
• W1960719493 sameAs 1960719493 @default.
• W1960719493 citedByCount "23" @default.
• W1960719493 countsByYear W19607194932017 @default.
• W1960719493 countsByYear W19607194932018 @default.
• W1960719493 countsByYear W19607194932019 @default.
• W1960719493 countsByYear W19607194932020 @default.
• W1960719493 countsByYear W19607194932021 @default.
• W1960719493 countsByYear W19607194932022 @default.
• W1960719493 countsByYear W19607194932023 @default.
• W1960719493 crossrefType "journal-article" @default.
• W1960719493 hasAuthorship W1960719493A5008853967 @default.
• W1960719493 hasAuthorship W1960719493A5051604373 @default.
• W1960719493 hasAuthorship W1960719493A5070673977 @default.
• W1960719493 hasBestOaLocation W19607194932 @default.
• W1960719493 hasConcept C100906024 @default.
• W1960719493 hasConcept C105795698 @default.
• W1960719493 hasConcept C121332964 @default.
• W1960719493 hasConcept C121864883 @default.
• W1960719493 hasConcept C134306372 @default.
• W1960719493 hasConcept C2776825372 @default.
• W1960719493 hasConcept C2778112365 @default.
• W1960719493 hasConcept C2779664328 @default.
• W1960719493 hasConcept C2780695682 @default.
• W1960719493 hasConcept C28826006 @default.
• W1960719493 hasConcept C33923547 @default.
• W1960719493 hasConcept C37914503 @default.
• W1960719493 hasConcept C38652104 @default.
• W1960719493 hasConcept C41008148 @default.
• W1960719493 hasConcept C51955184 @default.
• W1960719493 hasConcept C54355233 @default.
• W1960719493 hasConcept C57945734 @default.
• W1960719493 hasConcept C62520636 @default.
• W1960719493 hasConcept C65574998 @default.
• W1960719493 hasConcept C69357855 @default.
• W1960719493 hasConcept C76178495 @default.
• W1960719493 hasConcept C8272713 @default.
• W1960719493 hasConcept C86803240 @default.
• W1960719493 hasConcept C97355855 @default.
• W1960719493 hasConceptScore W1960719493C100906024 @default.
• W1960719493 hasConceptScore W1960719493C105795698 @default.
• W1960719493 hasConceptScore W1960719493C121332964 @default.
• W1960719493 hasConceptScore W1960719493C121864883 @default.
• W1960719493 hasConceptScore W1960719493C134306372 @default.
• W1960719493 hasConceptScore W1960719493C2776825372 @default.
• W1960719493 hasConceptScore W1960719493C2778112365 @default.
• W1960719493 hasConceptScore W1960719493C2779664328 @default.
• W1960719493 hasConceptScore W1960719493C2780695682 @default.
• W1960719493 hasConceptScore W1960719493C28826006 @default.
• W1960719493 hasConceptScore W1960719493C33923547 @default.
• W1960719493 hasConceptScore W1960719493C37914503 @default.
• W1960719493 hasConceptScore W1960719493C38652104 @default.
• W1960719493 hasConceptScore W1960719493C41008148 @default.
• W1960719493 hasConceptScore W1960719493C51955184 @default.
• W1960719493 hasConceptScore W1960719493C54355233 @default.

• next