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Stability of semi-markov evolution systems and its application in financial mathematics

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Abstract

We study the problem of stability of semi-Markov evolution systems and its application in financial mathematics.

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Authors
  1. A. V. Svishchuk
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  2. A. G. Burdeinyi
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Svishchuk, A.V., Burdeinyi, A.G. Stability of semi-markov evolution systems and its application in financial mathematics. Ukr Math J 48, 1574–1591 (1996). https://doi.org/10.1007/BF02377825

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  • DOI: https://doi.org/10.1007/BF02377825

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