Dynamics of a mean-reverting stochastic volatility equation with regime switching (Q2207789)
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scientific article; zbMATH DE number 7265127
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| English | Dynamics of a mean-reverting stochastic volatility equation with regime switching |
scientific article; zbMATH DE number 7265127 |
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Dynamics of a mean-reverting stochastic volatility equation with regime switching (English)
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23 October 2020
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mean-reverting stochastic volatility equation
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global positive solution
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asymptotic boundedness in \(p\) th moment
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positive recurrence
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stationary distribution
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0.91629624
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0.90826845
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0.89793193
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0.89406294
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0.8927598
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0.88879013
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