Exponential ergodicity of an affine two-factor model based on the α-root process (Q5233204): Difference between revisions

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Revision as of 10:38, 20 July 2024

scientific article; zbMATH DE number 7105433
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Exponential ergodicity of an affine two-factor model based on the α-root process
scientific article; zbMATH DE number 7105433

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    Exponential ergodicity of an affine two-factor model based on the α-root process (English)
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    16 September 2019
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    affine process
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    exponential ergodicity
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    \({\alpha}\)-root process
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    transition density
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    Foster-Lyapunov function
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