Long-time behavior of Levy-driven Ornstein-Uhlenbeck processes with regime switching

Liao, ZW; Shao, JH

Liao, ZW (corresponding author), South China Normal Univ, South China Res Ctr Appl Math & Interdisciplinary, Guangzhou 510631, Peoples R China.

JOURNAL OF APPLIED PROBABILITY, 2020; 57 (1): 266

Abstract

We investigate the long-time behavior of the Ornstein-Uhlenbeck process driven by Levy noise with regime switching. We provide explicit criteria on th......

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