Strong invariance for switching diffusions

DOI10.3233/ASY-141265zbMath1319.60159OpenAlexW1655789195MaRDI QIDQ5261140

George Yin, Hongwei Mei

Publication date: 1 July 2015

Published in: Asymptotic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/asy-141265

zbMATH Keywords

stationary distributionswitching diffusionslaw of iterated logarithms

Mathematics Subject Classification ID

Strong limit theorems (60F15) Diffusion processes (60J60)

Related Items (1)

Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching

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