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Ergodicity of CIR type SDEs driven by stable processes with random switching - MaRDI portal

Ergodicity of CIR type SDEs driven by stable processes with random switching (Q5086515)

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scientific article; zbMATH DE number 7553685
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Ergodicity of CIR type SDEs driven by stable processes with random switching
scientific article; zbMATH DE number 7553685

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    Ergodicity of CIR type SDEs driven by stable processes with random switching (English)
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    5 July 2022
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    ergodicity
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    \(\alpha\)-stable processes
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    random switching
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    stationary distribution
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    transience
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