Exponential Ergodicity of the Jump-Diffusion CIR Process (Q2801798): Difference between revisions
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Revision as of 10:34, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential Ergodicity of the Jump-Diffusion CIR Process |
scientific article |
Statements
Exponential Ergodicity of the Jump-Diffusion CIR Process (English)
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22 April 2016
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jump-diffusion CIR process
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exponential ergodicity
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stochastic differential equations
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Lévy process
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Forster-Lyapunov functions
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