Moments and ergodicity of the jump-diffusion CIR process (Q5087038)

From MaRDI portal
scientific article; zbMATH DE number 7554649
Language Label Description Also known as
English
Moments and ergodicity of the jump-diffusion CIR process
scientific article; zbMATH DE number 7554649

    Statements

    Moments and ergodicity of the jump-diffusion CIR process (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    8 July 2022
    0 references
    CIR (Cox-Ingersoll-Ross) model with jumps
    0 references
    ergodicity
    0 references
    exponential ergodicity
    0 references
    Forster-Lyapunov function
    0 references
    fractional moment
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references