Exponential ergodicity of the jump-diffusion CIR process (Q2801798)
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scientific article
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| English | Exponential ergodicity of the jump-diffusion CIR process |
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Exponential Ergodicity of the Jump-Diffusion CIR Process (English)
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22 April 2016
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jump-diffusion CIR process
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exponential ergodicity
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stochastic differential equations
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Lévy process
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Forster-Lyapunov functions
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0.8712075352668762
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0.7669581770896912
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0.7565696835517883
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0.7547112107276917
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0.7474785447120667
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