Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching
type: Item
instance of: scholarly article
title: Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching
zbMATH Open document ID: 1402.60057
author: Enhua Zhang
author: Jinying Tong
author: Zhen Zhong Zhang
published in: Discrete and Continuous Dynamical Systems. Series B
publication date: 2018-12-18T00:00:00Z
Mathematics Subject Classification ID: 60G52
Mathematics Subject Classification ID: 60J27
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 34F05
zbMATH DE Number: 6994968
zbMATH Keywords: CIR model
zbMATH Keywords: symmetric \(\alpha\)-stable process
zbMATH Keywords: Markov switching
zbMATH Keywords: stationary distribution
zbMATH Keywords: transience
describes a project that uses: plfit
MaRDI profile type: Publication
full work available at URL: dcdsb.2018053
OpenAlex ID: W2782307035
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DOI: 10.3934/DCDSB.2018053
description: scientific article; zbMATH DE number 6994968