Stability of regime-switching processes under perturbation of transition rate matrices (Q2283238)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stability of regime-switching processes under perturbation of transition rate matrices |
scientific article |
Statements
Stability of regime-switching processes under perturbation of transition rate matrices (English)
0 references
30 December 2019
0 references
regime-switching diffusions
0 references
stability
0 references
Wasserstein distance
0 references
transition rate matrices
0 references
0 references
0 references
0 references
0 references
0 references