Tail of a linear diffusion with Markov switching

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Publication:5970344

DOI10.1214/105051604000000828zbMath1064.60174arXivmath/0503527MaRDI QIDQ5970344

Jiang-Feng Yao, Benoîte De Saporta

Publication date: 29 April 2005

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503527




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