×
Verification Code:
换一张
Forgotten Password?
Stay signed in
×
Login
中文
|
English
BNBU
|
Library
Login
Register
Home
Publications
Faculty/School
Scholars
Analysis
Search
ALL
ORCID
Title
Creator
Date Issued
Keyword
Document Type
Original Document Type
Indexed By
Publisher
Status
Collection
Research outside affiliated...
2
Authors
JIN Peng
2
Document Type
Conference paper
1
Journal article
1
Date Issued
2016
2
Language
英语English
2
Indexed By
CPCI-S
1
CPCI-SSH
1
SCIE
1
Funding Organization
Keyword
Affine process
1
Cir model with jumps
1
Exponential ergodicity
1
Forster-lyapunov functions
1
Harris recurrence
1
Stochastic differential equ...
1
More...
Source Publication
Springer Proceedings in Mat...
1
Stochastic Analysis and App...
1
Funding Project
×
Knowledge Map
Feedback
Browse/Search Results: 1-2 of 2
Selected(
0
)
Clear
Items/Page:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Sort:
Select
Journal Impact Factor Ascending
Journal Impact Factor Descending
Submit date Ascending
Submit date Descending
Author Ascending
Author Descending
Issue Date Ascending
Issue Date Descending
WOS Cited Times Ascending
WOS Cited Times Descending
Title Ascending
Title Descending
Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion
Journal article
Stochastic Analysis and Applications,2016, volume: 34, issue: 1, pages: 75-95
Authors:
Jin, Peng
;
Rüdiger, Barbara
;
Trabelsi, Chiraz
Favorite
  |  
View/Download:3/0
  |  
Submit date:2022/01/20
Affine process
basic affine jump-diffusion
exponential ergodicity
Harris recurrence
stochastic differential equation
Exponential ergodicity of the jump-diffusion CIR process
Conference paper
Springer Proceedings in Mathematics and Statistics, Oslo, NORWAY, SEP, 2014
Authors:
Jin, Peng
;
Rüdiger, Barbara
;
Trabelsi, Chiraz
Favorite
  |  
View/Download:4/0
  |  
Submit date:2022/01/20
Cir model with jumps
Exponential ergodicity
Forster-lyapunov functions
Stochastic differential equations