Recurrence and ergodicity for A class of regime-switching jump diffusions
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Publication:2338076
DOI10.1007/s00245-017-9470-9zbMath1439.60072arXiv1810.00311OpenAlexW2776652066MaRDI QIDQ2338076
Xiao Shan Chen, George Yin, Zhen-Qing Chen, Ky Quan Tran
Publication date: 20 November 2019
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.00311
Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Jump processes on general state spaces (60J76)
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