2 results
Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 52 / Issue 3 / September 2020
- Published online by Cambridge University Press:
- 24 September 2020, pp. 825-854
- Print publication:
- September 2020
-
- Article
- Export citation
Exponential ergodicity of an affine two-factor model based on the α-root process
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 49 / Issue 4 / December 2017
- Published online by Cambridge University Press:
- 17 November 2017, pp. 1144-1169
- Print publication:
- December 2017
-
- Article
- Export citation