## Probability, Analysis, and Data Science (PADS) Seminar: Regime-Switching Jump-Diffusion Processes with Countable Regimes

Speaker: Chao Zhu (University of Wisconsin-Milwaukee) Abstract: This work focuses on a class of regime-switching jump diffusion processes, which is a two component Markov processes $(X(t),\Lambda(t))$, where the analog component $X(t) \in R^{d}$ models the state of interest while the switching component $\Lambda(t)\in \{1,2,\dots\}$ can be used to describe the structural changes of the state … Continue reading Probability, Analysis, and Data Science (PADS) Seminar: Regime-Switching Jump-Diffusion Processes with Countable Regimes