On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes (Q5067217)
From MaRDI portal
scientific article; zbMATH DE number 7501656
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes |
scientific article; zbMATH DE number 7501656 |
Statements
On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes (English)
0 references
1 April 2022
0 references
regime-switching jump diffusion
0 references
exponential ergodicity
0 references
Foster-Lyapunov function
0 references
irreducibility
0 references
\(\varphi\)-irreducibility
0 references
0 references
0 references
0 references
0 references
0 references
0 references
