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"The stationary distribution of Ornstein-Uhlenbeck process with a two-state ..."

Zhenzhong Zhang, Wenlong Wang (2017)

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DOI: 10.1080/03610918.2015.1132321

access: closed

type: Journal Article

metadata version: 2023-09-30

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Zhenzhong Zhang, Wenlong Wang:
The stationary distribution of Ornstein-Uhlenbeck process with a two-state Markov switching. Commun. Stat. Simul. Comput. 46(6): 4783-4794 (2017)

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