Linear diffusion with stationary switching regime (Q4452119)
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scientific article; zbMATH DE number 2040970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear diffusion with stationary switching regime |
scientific article; zbMATH DE number 2040970 |
Statements
Linear diffusion with stationary switching regime (English)
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11 February 2004
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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 equations
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ergodicity
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existence of moments
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