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JIN Peng
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Annals of Applied Probabili...
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Volterra square-root process: Stationarity and regularity of the law
Journal article
Annals of Applied Probability,2024, volume: 34, issue: 1 A, pages: 318-356
Authors:
Friesen, Martin
;
Jin, Peng
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Submit date：2024/03/12
absolute continuity
Affine Volterra processes
limiting distributions
mean-reversion
square-root process
Volterra integral equations
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