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A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model and Its Application to Finance.
Xin Zhang
Robert J. Elliott
Tak Kuen Siu
Published in:
SIAM J. Control. Optim. (2012)
Keyphrases
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diffusion model
markov chain
markov processes
anisotropic diffusion
diffusion models
information diffusion
influence maximization
laplace transform
image analysis
diffusion tensor
steady state
diffusion process
computer vision
random walk
image enhancement