Affine Diffusions with Non-Canonical State Space (Q2905356)
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scientific article; zbMATH DE number 6072589
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Affine Diffusions with Non-Canonical State Space |
scientific article; zbMATH DE number 6072589 |
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Affine Diffusions with Non-Canonical State Space (English)
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27 August 2012
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affine diffusion
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stochastic invariance
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polyhedral state space
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quadratic state space
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