Stability analysis of Riccati differential equations related to affine diffusion processes
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Publication:847047
DOI10.1016/j.jmaa.2009.11.020zbMath1203.34072MaRDI QIDQ847047
Publication date: 12 February 2010
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2009.11.020
34A34: Nonlinear ordinary differential equations and systems
91B24: Microeconomic theory (price theory and economic markets)
34D20: Stability of solutions to ordinary differential equations
34C11: Growth and boundedness of solutions to ordinary differential equations
34C60: Qualitative investigation and simulation of ordinary differential equation models
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MOMENT EXPLOSIONS AND STATIONARY DISTRIBUTIONS IN AFFINE DIFFUSION MODELS, Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions
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