Pages that link to "Item:Q4452119"

The following pages link to Linear diffusion with stationary switching regime (Q4452119):

Displaying 12 items.

• Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) (← links)
• Algorithmic estimation of risk factors in financial markets with stochastic drift (Q1762049) (← links)
• Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity (Q1934556) (← links)
• Decay rates for stabilization of linear continuous-time systems with random switching (Q2327726) (← links)
• Exponential ergodicity for Markov processes with random switching (Q2345131) (← links)
• Coupling for Markovian switching jump-diffusions (Q2437135) (← links)
• Successful couplings for diffusion processes with state-dependent switching (Q2441130) (← links)
• Markov-modulated Ornstein–Uhlenbeck processes (Q2806355) (← links)
• Coupling and Exponential Convergence Rate for Markovian Switching Jump Diffusions (Q2875525) (← links)
• The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes (Q3182427) (← links)
• Tail of a linear diffusion with Markov switching (Q5916118) (← links)
• Tail of a linear diffusion with Markov switching (Q5970344) (← links)