Dynamics of a mean-reverting stochastic volatility equation with regime switching (Q2207789)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Dynamics of a mean-reverting stochastic volatility equation with regime switching |
scientific article |
Statements
Dynamics of a mean-reverting stochastic volatility equation with regime switching (English)
0 references
23 October 2020
0 references
mean-reverting stochastic volatility equation
0 references
global positive solution
0 references
asymptotic boundedness in \(p\) th moment
0 references
positive recurrence
0 references
stationary distribution
0 references
0 references
0 references