Markov-modulated Ornstein-Uhlenbeck processes (Q2806355)
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scientific article; zbMATH DE number 6581258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov-modulated Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6581258 |
Statements
17 May 2016
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Ornstein-Uhlenbeck processes
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Markov modulation
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regime switching
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functional central limit theorem
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martingale techniques
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Markov-modulated Ornstein-Uhlenbeck processes (English)
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