On Foster-Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes (Q5067217)
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scientific article; zbMATH DE number 7501656
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| English | On Foster-Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes |
scientific article; zbMATH DE number 7501656 |
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On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes (English)
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1 April 2022
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regime-switching jump diffusion
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exponential ergodicity
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Foster-Lyapunov function
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irreducibility
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\(\varphi\)-irreducibility
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0.8337799310684204
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0.7714508175849915
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0.7702022790908813
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