Affine diffusions with non-canonical state space (Q2905356)
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scientific article; zbMATH DE number 6072589
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Affine diffusions with non-canonical state space |
scientific article; zbMATH DE number 6072589 |
Statements
Affine Diffusions with Non-Canonical State Space (English)
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27 August 2012
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affine diffusion
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stochastic invariance
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polyhedral state space
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quadratic state space
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0.7639961838722229
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0.7505779266357422
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0.7442976832389832
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0.739132285118103
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0.7376247048377991
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