Geometric ergodicity of affine processes on cones (Q2182630)
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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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