Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion (Q2798172)
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scientific article; zbMATH DE number 6562323
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion |
scientific article; zbMATH DE number 6562323 |
Statements
Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion (English)
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1 April 2016
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affine jump-diffusion
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exponential ergodicity
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Harris recurrence
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stochastic differential equation
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