Stationarity and Ergodicity for an Affine Two-Factor Model (Q3191827)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationarity and Ergodicity for an Affine Two-Factor Model |
scientific article |
Statements
Stationarity and Ergodicity for an Affine Two-Factor Model (English)
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25 September 2014
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affine process
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stationary distribution
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ergodicity
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Foster-Lyapunov criteria
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