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Ergodicity of one-dimensional regime-switching diffusion processes - MaRDI portal

Ergodicity of one-dimensional regime-switching diffusion processes (Q487511)

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scientific article; zbMATH DE number 6389399
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English
Ergodicity of one-dimensional regime-switching diffusion processes
scientific article; zbMATH DE number 6389399

    Statements

    Ergodicity of one-dimensional regime-switching diffusion processes (English)
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    22 January 2015
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    regime-switching diffusion
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    ergodicity
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    positive recurrence
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    renewal theorem
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    Identifiers