Some characterizations for Brownian motion with Markov switching
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Publication:2060874
DOI10.1016/J.NAHS.2021.101086zbMath1490.60226OpenAlexW3184504912MaRDI QIDQ2060874
Jinying Tong, Qianqian Zhang, Miaomiao Zhai, Zhen Zhong Zhang
Publication date: 13 December 2021
Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nahs.2021.101086
Discrete-time Markov processes on general state spaces (60J05) Brownian motion (60J65) Diffusion processes (60J60)
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