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Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time

✍ Scribed by G. Yin; Dung Tien Nguyen

Publisher: Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year: 2009
Tongue: English
Weight: 246 KB
Volume: 25
Category: Article
ISSN: 0168-9673
DOI: 10.1007/s10255-008-8820-4

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