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

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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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  Data: Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes.
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RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1017/jpr.2023.54
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      – Code: eng
        Text: English
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        PageCount: 18
        StartPage: 540
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      – TitleFull: Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes.
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            – D: 01
              M: 06
              Text: Jun2024
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              Y: 2024
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              Value: 61
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