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Stationarity and Ergodicity for an Affine Two-Factor Model - MaRDI portal

Stationarity and Ergodicity for an Affine Two-Factor Model (Q3191827)

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Stationarity and Ergodicity for an Affine Two-Factor Model
scientific article

    Statements

    title
    Stationarity and Ergodicity for an Affine Two-Factor Model (English)
    0 references
    author
    Mátyás Barczy
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    Leif Döring
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    Gyula Pap
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    Zhenghu Li
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    publication date
    25 September 2014
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    zbMATH Keywords
    affine process
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    stationary distribution
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    ergodicity
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    Foster-Lyapunov criteria
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    cites work
    Q3969657
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    Q3959169
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    Q4002114
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    Q4040434
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    Q4284032
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    Q3717907
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    Identifiers

    zbMATH DE Number
    6347588
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    OpenAlex ID
    W2963859696
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    arXiv ID
    1302.2534
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