Coupling and tracking of regime-switching martingales

Title:	Coupling and tracking of regime-switching martingales
Authors:	Jacka, SD Mijatovic, A
Item Type:	Journal Article
Issue Date:	1-Apr-2015
Date of Acceptance:	16-Mar-2015
URI:	http://hdl.handle.net/10044/1/22030
DOI:	https://dx.doi.org/10.1214/EJP.v20-2307
ISSN:	1083-6489
Publisher:	Institute of Mathematical Statistics (IMS)
Start Page:	1
End Page:	39
Journal / Book Title:	Electronic Journal of Probability
Volume:	20
Copyright Statement:	© 2015 The Authors This work is licensed under a Creative Commons Attribution 3.0 License.
Publication Status:	Published
Appears in Collections:	Pure Mathematics Faculty of Natural Sciences Mathematics

This item is licensed under a Creative Commons License