Ergodicity and first passage probability of regime-switching geometric Brownian motions (Q1624097)
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scientific article; zbMATH DE number 6979847
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| English | Ergodicity and first passage probability of regime-switching geometric Brownian motions |
scientific article; zbMATH DE number 6979847 |
Statements
Ergodicity and first passage probability of regime-switching geometric Brownian motions (English)
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15 November 2018
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ergodicity
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regime-switching diffusions
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Lyapunov functions
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first passage probability
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0.7877517938613892
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0.7838215231895447
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0.7692587971687317
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0.7519935965538025
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0.7449784874916077
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