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A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model with Delay and an Application to Finance.
Emel Savku
Gerhard-Wilhelm Weber
Published in:
J. Optim. Theory Appl. (2018)
Keyphrases
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diffusion model
markov chain
markov processes
anisotropic diffusion
information diffusion
diffusion models
diffusion process
influence maximization
steady state
diffusion tensor
laplace transform
image sequences
object recognition
multiscale
feature vectors
random walk