Ergodicity of regime-switching diffusions in Wasserstein distances (Q2512854)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodicity of regime-switching diffusions in Wasserstein distances |
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Ergodicity of regime-switching diffusions in Wasserstein distances (English)
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30 January 2015
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regime-switching diffusions
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Wasserstein distance
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ergodicity
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continuous-time Markov chains
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\(M\)-matrix
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Perron-Frobenius theorem
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optimal couplings
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