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Borodin, A. N.
Journal of mathematical sciences (New York, N.Y.), 11/2020, Letnik: 251, Številka: 1Journal Article
The paper deals with methods for calculating distributions of functionals of switching diffusions with jumps. The switching between two collections of diffusion coefficients occurs at the Poisson time moments which are independent of the initial diffusions. At the same moments, the diffusion can have jumps. The process controlling the switching is determined by a Markov chain.
