Stationary density function for a random evolution driven by a Markov-switching Ornstein-Uhlenbeck process with finite velocity (Q2671495)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stationary density function for a random evolution driven by a Markov-switching Ornstein-Uhlenbeck process with finite velocity |
scientific article |
Statements
Stationary density function for a random evolution driven by a Markov-switching Ornstein-Uhlenbeck process with finite velocity (English)
0 references
3 June 2022
0 references
random evolution
0 references
telegraph process
0 references
Ornstein-Uhlenbeck process
0 references
Markov-switching
0 references
stationary density
0 references