Stability of Fractional SDEs with Markov Switching Perturbed by Transition Rate Matrices.

Xiliang Fan Zhenzhen Feng

Published in: SIAM J. Control. Optim. (2022)

Keyphrases

original data
markov chain
markov model
growth rate
data sets
singular value decomposition
conditional independence
real time
multiscale
semi markov
covariance matrices
singular values
pairwise comparison
transition model
kronecker product