Ergodicity of one-dimensional regime-switching diffusion processes (Q487511)
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scientific article; zbMATH DE number 6389399
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| English | Ergodicity of one-dimensional regime-switching diffusion processes |
scientific article; zbMATH DE number 6389399 |
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Ergodicity of one-dimensional regime-switching diffusion processes (English)
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22 January 2015
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regime-switching diffusion
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ergodicity
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positive recurrence
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renewal theorem
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0.8311734795570374
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0.7989359498023987
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0.7830287218093872
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0.7792530655860901
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0.778235912322998
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