Stability of regime-switching processes under perturbation of transition rate matrices (Q2283238)
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scientific article; zbMATH DE number 7146913
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| English | Stability of regime-switching processes under perturbation of transition rate matrices |
scientific article; zbMATH DE number 7146913 |
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Stability of regime-switching processes under perturbation of transition rate matrices (English)
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30 December 2019
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regime-switching diffusions
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stability
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Wasserstein distance
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transition rate matrices
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0.93359864
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0.92720556
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0.9103928
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0.9040235
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0.9033568
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0.89913034
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0.8959142
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