Exponential ergodicity of an affine two-factor model based on the α-root process (Q5233204)
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scientific article; zbMATH DE number 7105433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential ergodicity of an affine two-factor model based on the α-root process |
scientific article; zbMATH DE number 7105433 |
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Exponential ergodicity of an affine two-factor model based on the α-root process (English)
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16 September 2019
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affine process
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exponential ergodicity
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\({\alpha}\)-root process
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transition density
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Foster-Lyapunov function
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