On stability of the Markov-modulated skew CIR process (Q899651): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stability of the Markov-modulated skew CIR process |
scientific article |
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On stability of the Markov-modulated skew CIR process (English)
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30 December 2015
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skew CIR
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Markov-modulated
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stationary distribution
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