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Stationary density function for a random evolution driven by a Markov-switching Ornstein-Uhlenbeck process with finite velocity - MaRDI portal

Stationary density function for a random evolution driven by a Markov-switching Ornstein-Uhlenbeck process with finite velocity (Q2671495)

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Stationary density function for a random evolution driven by a Markov-switching Ornstein-Uhlenbeck process with finite velocity
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    Stationary density function for a random evolution driven by a Markov-switching Ornstein-Uhlenbeck process with finite velocity (English)
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    3 June 2022
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    random evolution
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    telegraph process
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    Ornstein-Uhlenbeck process
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    Markov-switching
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    stationary density
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