Regularity of transition densities and ergodicity for affine jump‐diffusions
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Publication:6047388
DOI10.1002/MANA.202000299zbMath1528.37001arXiv2006.10009MaRDI QIDQ6047388
Peng Jin, Jonas Kremer, Martin Friesen, Barbara Rüdiger
Publication date: 9 October 2023
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.10009
Stationary stochastic processes (60G10) Ergodicity, mixing, rates of mixing (37A25) Dynamical systems and their relations with probability theory and stochastic processes (37A50)
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Cites Work
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