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Preface.-Introduction and Motivation.-Switching Diffusion.- Recurrence.-Ergodicity.-Numerical Approximation.-Numerical Approximation to Invariant Measures.-Stability.-Stability of Switching ODE.-Invariance Principles.-Positive Recurrence: Multi-ergodic-class of Switching Processes.-Stochastic Volatility Using Regime-switching Diffusions.- Two-time-scale Switching Jump-diffusions.-Appendix.-References. EAN/ISBN : 9781441911056 Publisher(s): Springer, Berlin, Springer, New York Format: ePub/PDF Author(s): Yin, G. G. - Zhu, Chao
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