Stationarity of a class of Markov-modulated reflected jump diffusion processes (Q5367747)
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scientific article; zbMATH DE number 6795151
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|---|---|---|---|
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| English | Stationarity of a class of Markov-modulated reflected jump diffusion processes |
scientific article; zbMATH DE number 6795151 |
Statements
20 October 2017
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Markov-modulation
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reflected jump diffusion
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stationary distribution
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0.8356808423995972
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0.8334401845932007
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0.8291232585906982
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0.824874997138977
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0.8189134001731873
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