Pages that link to "Item:Q5970344"
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The following pages link to Tail of a linear diffusion with Markov switching (Q5970344):
Displaying 18 items.
- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) (← links)
- Variational formula for the stability of regime-switching diffusion processes (Q1635849) (← links)
- The tail behavior of jump-diffusion Cox-Ingersoll-Ross processes with regime-switching (Q2070639) (← links)
- Harnack inequality and long time asymptotics of unbounded additive functionals of regime-switching diffusion processes (Q2118844) (← links)
- Exponential ergodicity for regime-switching diffusion processes in total variation norm (Q2169043) (← links)
- Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching (Q2197841) (← links)
- Exact long time behavior of some regime switching stochastic processes (Q2203615) (← links)
- Stability of regime-switching processes under perturbation of transition rate matrices (Q2283238) (← links)
- Stability of regime-switching jump diffusion processes (Q2287317) (← links)
- Exponential ergodicity for Markov processes with random switching (Q2345131) (← links)
- Moment bounds and geometric ergodicity of diffusions with random switching and unbounded transition rates (Q2374085) (← links)
- Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes (Q2512663) (← links)
- Invariant probability measures for path-dependent random diffusions (Q2683027) (← links)
- The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes (Q3182427) (← links)
- Probabilistic and Piecewise Deterministic models in Biology (Q4606439) (← links)
- Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching (Q5109501) (← links)
- Switched diffusion processes for non-convex optimization and saddle points search (Q6089196) (← links)
- Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching (Q6156998) (← links)
