Long-Term Risk: An Operator Approach
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Publication:3627280
DOI10.3982/ECTA6761zbMath1160.91367WikidataQ59664735 ScholiaQ59664735MaRDI QIDQ3627280
Lars Peter Hansen, José Alexandre Scheinkman
Publication date: 18 May 2009
Published in: Econometrica (Search for Journal in Brave)
60J25: Continuous-time Markov processes on general state spaces
60H30: Applications of stochastic analysis (to PDEs, etc.)
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