Necessary and sufficient conditions for ergodicity of CIR type SDEs with Markov switching (Q5384788)
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scientific article; zbMATH DE number 7073218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient conditions for ergodicity of CIR type SDEs with Markov switching |
scientific article; zbMATH DE number 7073218 |
Statements
Necessary and sufficient conditions for ergodicity of CIR type SDEs with Markov switching (English)
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25 June 2019
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Cox-Ingersoll-Ross model
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Khasminskii lemma
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stationary distribution
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ergodicity
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