Pages that link to "Item:Q2197841"
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The following pages link to Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching (Q2197841):
Displaying 9 items.
- Stability and asymptotic behavior of a regime-switching SIRS model with Beddington-DeAngelis incidence rate (Q783167) (← links)
- The tail behavior of jump-diffusion Cox-Ingersoll-Ross processes with regime-switching (Q2070639) (← links)
- Harnack inequality and long time asymptotics of unbounded additive functionals of regime-switching diffusion processes (Q2118844) (← links)
- Exponential ergodicity for regime-switching diffusion processes in total variation norm (Q2169043) (← links)
- Exact long time behavior of some regime switching stochastic processes (Q2203615) (← links)
- Stability of regime-switching processes under perturbation of transition rate matrices (Q2283238) (← links)
- Wellposedness of viscosity solutions to weakly coupled HJB equations under Hölder \textit{continuous conditions} (Q2688956) (← links)
- Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations II: State-Dependent Case (Q4630688) (← links)
- Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching (Q5109501) (← links)
