Long time behavior of diffusions with Markov switching
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Publication:2865815
zbMath1276.60084arXiv0912.3231MaRDI QIDQ2865815
Florent Malrieu, Jean-Baptiste Bardet, Hélène Guérin
Publication date: 3 December 2013
Full work available at URL: https://arxiv.org/abs/0912.3231
Laplace transformconvergence to equilibriumMarkov switchingheavy taillight tailjump processrandom difference equationOrnstein-Uhlenbeck diffusion
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