Pages that link to "Item:Q5087038"
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The following pages link to Moments and ergodicity of the jump-diffusion CIR process (Q5087038):
Displaying 9 items.
- Ergodic properties for \(\alpha\)-CIR models and a class of generalized Fleming-Viot processes (Q743490) (← links)
- Geometric ergodicity of affine processes on cones (Q2182630) (← links)
- Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes (Q2657935) (← links)
- Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion (Q2798172) (← links)
- On the anisotropic stable JCIR process (Q5119398) (← links)
- Regularity of transition densities and ergodicity for affine jump‐diffusions (Q6047388) (← links)
- Strong feller and ergodic properties of the (1+1)-affine process (Q6116736) (← links)
- Exact perturbation approximations for the conditional moments of a multifactor CIR term structure model with a weak mean-reversion influence (Q6567317) (← links)
- Stationary covariance regime for affine stochastic covariance models in Hilbert spaces (Q6619589) (← links)
