Ergodicity and transience of SDEs driven by -stable processes with Markovian switching
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DOI: 10.1080/00036811.2017.1307966
Abstract: ABSTRACT In this paper, we focus on ergodicity and transience of SDEs driven by symmetric -stable processes ( ) with Markovian switching. Some sufficient conditions for ergodicity of several classes of stable processes with Markovian… read more here.
Keywords: processes markovian; transience sdes; stable processes; markovian switching ... See more keywords