Exact long time behavior of some regime switching stochastic processes
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Publication:2203615
DOI10.3150/20-BEJ1196zbMath1455.60106arXiv1904.01474OpenAlexW3081316063MaRDI QIDQ2203615
Filip Lindskog, Abhishek Pal Majumder
Publication date: 7 October 2020
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.01474
Related Items (3)
Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory ⋮ Switched diffusion processes for non-convex optimization and saddle points search ⋮ Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals
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