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Property / author: Zhenghu Li / rank
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Latest revision as of 02:37, 9 July 2024

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Stationarity and Ergodicity for an Affine Two-Factor Model
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    Stationarity and Ergodicity for an Affine Two-Factor Model (English)
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    25 September 2014
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    affine process
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    stationary distribution
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    ergodicity
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    Foster-Lyapunov criteria
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