Ergodicity and first passage probability of regime-switching geometric Brownian motions (Q1624097): Difference between revisions
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Latest revision as of 07:26, 27 August 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodicity and first passage probability of regime-switching geometric Brownian motions |
scientific article |
Statements
Ergodicity and first passage probability of regime-switching geometric Brownian motions (English)
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15 November 2018
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ergodicity
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regime-switching diffusions
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Lyapunov functions
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first passage probability
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