Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\)

DOI10.1016/j.spa.2014.02.002zbMath1309.60019OpenAlexW2624834460MaRDI QIDQ402407

Chulmin Kang, Wanmo Kang

Publication date: 28 August 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2014.02.002

zbMATH Keywords

affine diffusion processesaffine transform formulalarge deviation principles

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10)

Related Items (1)

Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes

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