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math.PR2022
Space-grid approximations of hybrid stochastic differential equations and first passage properties
Hansjoerg Albrecher, Oscar Peralta
Hybrid stochastic differential equations are a useful tool to model continuously varying stochastic systems which are modulated by a random environment that may depend on the syste…
math.PR2022
Strongly convergent homogeneous approximations to inhomogeneous Markov jump processes and applications
Martin Bladt, Oscar Peralta
The study of time-inhomogeneous Markov jump processes is a traditional topic within probability theory that has recently attracted substantial attention in various applications. Ho…