Explicit criteria for transience and recurrence plus characterization of heavy-tailed stationary distributions are given for Levy-driven OU processes with regime-switching.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2019 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Long time behavior of Levy-driven Ornstein-Uhlenbeck process with regime-switchin
Explicit criteria for transience and recurrence plus characterization of heavy-tailed stationary distributions are given for Levy-driven OU processes with regime-switching.