On stability of the Markov-modulated skew CIR process (Q899651)

From MaRDI portal
Revision as of 07:46, 10 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
On stability of the Markov-modulated skew CIR process
scientific article

    Statements

    title
    On stability of the Markov-modulated skew CIR process (English)
    0 references
    author
    Guangli Xu
    0 references
    Yong Jin Wang
    0 references
    publication date
    30 December 2015
    0 references
    zbMATH Keywords
    skew CIR
    0 references
    Markov-modulated
    0 references
    stationary distribution
    0 references

    Identifiers

    zbMATH DE Number
    6524715
    0 references
    OpenAlex ID
    W2107180086
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q899651&oldid=38528767"
    Powered by MediaWiki