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Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process - MaRDI portal

Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process (Q727478)

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scientific article; zbMATH DE number 6661732
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Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process
scientific article; zbMATH DE number 6661732

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    Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process (English)
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    7 December 2016
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    jump-diffusions
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    metastability
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    time scales
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    independent increments
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    heavy tails
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    periodicity
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    stability index
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    Markov chain
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