Log-Harnack inequality and exponential ergodicity for distribution dependent Chan-Karolyi-Longstaff-Sanders and Vasicek models
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Publication:6111898
DOI10.1007/S10959-022-01210-ZzbMath1517.60058arXiv2108.02623WikidataQ115603640 ScholiaQ115603640MaRDI QIDQ6111898
Publication date: 4 August 2023
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.02623
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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