The stationary distribution of Ornstein–Uhlenbeck process with a two-state Markov switching (Q5373895)
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scientific article; zbMATH DE number 6800821
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stationary distribution of Ornstein–Uhlenbeck process with a two-state Markov switching |
scientific article; zbMATH DE number 6800821 |
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The stationary distribution of Ornstein–Uhlenbeck process with a two-state Markov switching (English)
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27 October 2017
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Ornstein-Uhlenbeck process
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two-state Markov process
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