Open AccessNecessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching
Author(s) -
Zhenzhong Zhang,
Enhua Zhang,
Jinying Tong
Publication year - 2018
Publication title -
discrete and continuous dynamical systems - b
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.864
H-Index - 53
eISSN - 1553-524X
pISSN - 1531-3492
DOI - 10.3934/dcdsb.2018053
Subject(s) - ergodicity , cox–ingersoll–ross model , markov chain , ergodic theory , mathematics , markov process , interest rate , transient (computer programming) , interval (graph theory) , statistical physics , econometrics , computer science , statistics , pure mathematics , economics , combinatorics , physics , monetary economics , operating system
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