Long-time behavior of Lévy-driven Ornstein-Uhlenbeck processes with regime switching

Zhongwei Liao, Jinghai Shao. Long-time behavior of Lévy-driven Ornstein-Uhlenbeck processes with regime switching. J. Applied Probability, 57(1):266-279, 2020. [doi]

Authors

Zhongwei Liao

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Jinghai Shao

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