Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion (Q2798172)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion |
scientific article |
Statements
Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion (English)
0 references
1 April 2016
0 references
affine jump-diffusion
0 references
exponential ergodicity
0 references
Harris recurrence
0 references
stochastic differential equation
0 references
0 references
