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Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes
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- Journal of Applied Probability , First View
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- 14 September 2023, pp. 1-18
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Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching
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- Journal of Applied Probability / Volume 57 / Issue 1 / March 2020
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- 04 May 2020, pp. 266-279
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- March 2020
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Estimates of the Exit Probability for Two Correlated Brownian Motions
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- Advances in Applied Probability / Volume 45 / Issue 1 / March 2013
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- 04 January 2016, pp. 37-50
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- March 2013
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