Markov-modulated Ornstein-Uhlenbeck processes (Q2806355)
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scientific article; zbMATH DE number 6581258
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| English | Markov-modulated Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6581258 |
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17 May 2016
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Ornstein-Uhlenbeck processes
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Markov modulation
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regime switching
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functional central limit theorem
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martingale techniques
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Markov-modulated Ornstein-Uhlenbeck processes (English)
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0.8093173503875732
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0.7997656464576721
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0.7736889719963074
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0.7695670127868652
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0.7620264291763306
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