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]
@article{LiaoS20-0,
title = {Long-time behavior of Lévy-driven Ornstein-Uhlenbeck processes with regime switching},
author = {Zhongwei Liao and Jinghai Shao},
year = {2020},
doi = {10.1017/jpr.2019.96},
url = {https://doi.org/10.1017/jpr.2019.96},
researchr = {https://researchr.org/publication/LiaoS20-0},
cites = {0},
citedby = {0},
journal = {J. Applied Probability},
volume = {57},
number = {1},
pages = {266-279},
}