MOMENT EXPLOSIONS AND STATIONARY DISTRIBUTIONS IN AFFINE DIFFUSION MODELS (Q5190049)
From MaRDI portal
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)
0 references
12 March 2010
0 references
affine diffusion
0 references
tail behavior
0 references
stationary distribution
0 references
moment explosion
0 references
