Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching (Q5109501)

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scientific article; zbMATH DE number 7199533
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Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching
scientific article; zbMATH DE number 7199533

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    Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching (English)
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    12 May 2020
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    Ornstein-Uhlenbeck process
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    Lévy process
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    regime switching
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    recurrence
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