The following publications are possibly variants of this publication:
- Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusionsQ. S. Song, Gang George Yin, Z. Zhang. automatica, 42(7):1147-1157, 2006. [doi]
- Stability of numerical methods for jump diffusions and Markovian switching jump diffusionsZhixin Yang, G. Yin, Haibo Li. jcam, 275:197-212, 2015. [doi]
- Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the CostsQ. S. Song, G. Yin. siamco, 48(3):1831-1857, 2009. [doi]
- Applications of Numerical Methods for Stochastic Controlled Switching Diffusions with a Hidden Markov Chain: Case Studies on Distributed Power Management and Communication Resource AllocationZhixin Yang, Le Yi Wang, Gang George Yin, Qing Zhang, Hongwei Zhang. fdm 2015: 117-128 [doi]
- Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injectionsZhuo Jin, Hailiang Yang, Gang George Yin. automatica, 49(8):2317-2329, 2013. [doi]
- Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of SolutionsG. Yin, Xuerong Mao, Chenggui Yuan, Dingzhou Cao. siamma, 41(6):2335-2352, 2009. [doi]
- Numerical solutions of regime-switching jump diffusionsTuan-Anh Hoang, Gang George Yin, Fubao Xi. amc, 244:822-835, 2014. [doi]