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Published in 2024 at "Mathematical Methods in the Applied Sciences"
DOI: 10.1002/mma.10181
Abstract: Compared to traditional partial differential equation modeling methods, Markov switching models can accurately capture the abrupt changes or jumps that complex systems often experience in the real world. In this paper, we propose a novel…
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Keywords:
markovian switching;
well posedness;
posedness error;
model ... See more keywords