• Corpus ID: 6016000

Hybrid Switching Diffusions: Properties and Applications

@inproceedings{Yin2009HybridSD,
  title={Hybrid Switching Diffusions: Properties and Applications},
  author={George Yin and Chao Zhu},
  year={2009}
}
and Motivation.- Basic Properties, Recurrence, Ergodicity.- Switching Diffusion.- Recurrence.- Ergodicity.- Numerical Solutions and Approximation.- Numerical Approximation.- Numerical Approximation to Invariant Measures.- Stability.- Stability.- Stability of Switching ODEs.- Invariance Principles.- Two-time-scale Modeling and Applications.- Positive Recurrence: Weakly Connected Ergodic Classes.- Stochastic Volatility Using Regime-Switching Diffusions.- Two-Time-Scale Switching Jump Diffusions. 
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