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Ergodicity for semi-Markov switching jump diffusions and their statistical inference

发布时间:2026-01-04阅读次数:10

In this talk, we consider the long time behavior for pure diffusions with semi-Markov switching.  Some sufficient conditions for  the maximum principle、Harnack inequality for such systems have been provided.  As by product, we show that the CIR model with semi-Markov switching has a unique stationary distribution. Finally, we provide a new approach to estimate the states of the switching chain.

海报.pdf