Existence of limiting distribution for affine processes (Q777128)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Existence of limiting distribution for affine processes |
scientific article |
Statements
Existence of limiting distribution for affine processes (English)
0 references
3 July 2020
0 references
affine process
0 references
limiting distribution
0 references
stationary distribution
0 references
generalized Riccati equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references