Criteria for transience and recurrence of regime-switching diffusion processes (Q2515930)
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scientific article
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| English | Criteria for transience and recurrence of regime-switching diffusion processes |
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Criteria for transience and recurrence of regime-switching diffusion processes (English)
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7 August 2015
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regime-switching diffusions
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M-matrix
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recurrence
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ergodicity
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0.9033886790275574
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0.8395501971244812
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0.8251171708106995
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0.809352695941925
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0.805294394493103
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