Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices (Q5005036)
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scientific article; zbMATH DE number 7378186
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices |
scientific article; zbMATH DE number 7378186 |
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Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices (English)
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4 August 2021
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affine process
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invariant distribution
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limit distribution
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ergodicity
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