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Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes.

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Bibliographic Details
Title: Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes.
Authors: Shao, Jinghai1 (AUTHOR) shaojh@tju.edu.cn
Source: Journal of Applied Probability. Jun2024, Vol. 61 Issue 2, p540-557. 18p.
Database: Mathematics Source
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Description
ISSN:00219002
DOI:10.1017/jpr.2023.54