Long time behavior of diffusions with Markov switching (Q2865815)
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scientific article; zbMATH DE number 6235415
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Long time behavior of diffusions with Markov switching |
scientific article; zbMATH DE number 6235415 |
Statements
3 December 2013
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Ornstein-Uhlenbeck diffusion
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Markov switching
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jump process
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random difference equation
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light tail
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heavy tail
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Laplace transform
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convergence to equilibrium
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math.PR
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Long time behavior of diffusions with Markov switching (English)
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0.8617472052574158
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0.8589136004447937
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0.815212607383728
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0.8042781352996826
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