Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching (Q1634887): Difference between revisions

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Property / DOI: 10.3934/dcdsb.2018053 / rank
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Property / author: Zhen Zhong Zhang / rank
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Property / OpenAlex ID: W2782307035 / rank
 
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Latest revision as of 23:49, 10 December 2024

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Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching
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    Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching (English)
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    18 December 2018
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    CIR model
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    symmetric \(\alpha\)-stable process
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    Markov switching
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    stationary distribution
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    transience
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