Geometric ergodicity of affine processes on cones (Q2182630): Difference between revisions
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| Property / DOI: 10.1016/j.spa.2019.11.012 / rank | |||
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| Property / DOI: 10.1016/J.SPA.2019.11.012 / rank | |||
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Latest revision as of 09:29, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric ergodicity of affine processes on cones |
scientific article |
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Geometric ergodicity of affine processes on cones (English)
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26 May 2020
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affine process
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geometric ergodicity
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Feller process
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Foster-Lyapunov drift condition
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Harris recurrence
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Wishart process
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