Zhenzhong Zhang, Wenlong Wang. The stationary distribution of Ornstein-Uhlenbeck process with a two-state Markov switching. Communications in Statistics - Simulation and Computation, 46(6):4783-4794, 2017. [doi]
@article{ZhangW17-30,
title = {The stationary distribution of Ornstein-Uhlenbeck process with a two-state Markov switching},
author = {Zhenzhong Zhang and Wenlong Wang},
year = {2017},
doi = {10.1080/03610918.2015.1132321},
url = {https://doi.org/10.1080/03610918.2015.1132321},
researchr = {https://researchr.org/publication/ZhangW17-30},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {46},
number = {6},
pages = {4783-4794},
}