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On the anisotropic stable JCIR process - MaRDI portal

On the anisotropic stable JCIR process (Q5119398)

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scientific article; zbMATH DE number 7243679
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English
On the anisotropic stable JCIR process
scientific article; zbMATH DE number 7243679

    Statements

    author
    Martin Friesen
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    Peng Jin
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    publication date
    4 September 2020
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    zbMATH Keywords
    stable JCIR process
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    affine process
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    heat kernel
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    anisotropic Besov space
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    strong Feller property
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    exponential ergodicity
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    arXiv classification
    math.PR
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    cites work
    Q5481429
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60J25
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    60J35
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    37A25
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    zbMATH DE Number
    7243679
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    arXiv ID
    1908.05473
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