MOMENT EXPLOSIONS AND STATIONARY DISTRIBUTIONS IN AFFINE DIFFUSION MODELS (Q5190049)
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scientific article; zbMATH DE number 5681062
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MOMENT EXPLOSIONS AND STATIONARY DISTRIBUTIONS IN AFFINE DIFFUSION MODELS |
scientific article; zbMATH DE number 5681062 |
Statements
MOMENT EXPLOSIONS AND STATIONARY DISTRIBUTIONS IN AFFINE DIFFUSION MODELS (English)
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12 March 2010
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affine diffusion
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tail behavior
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stationary distribution
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moment explosion
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