Large deviations for affine diffusion processes on R_+^m R^n

DOI10.1016/J.SPA.2014.02.002zbMATH Open1309.60019OpenAlexW2624834460MaRDI QIDQ402407FDOQ402407

Authors: Wanmo Kang, Chulmin 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

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zbMATH Keywords

affine diffusion processesaffine transform formulalarge deviation principles

Mathematics Subject Classification ID

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

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Cited In (4)

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• Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes

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