Geometric ergodicity of affine processes on cones (Q2182630): Difference between revisions

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+Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\)
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@@ Property / DOI @@
+.1016/J.SPA.2019.11.012
@@ Property / DOI: 10.1016/J.SPA.2019.11.012 / rank @@
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+Publication:2182630