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JIN Peng
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2020
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Affine process
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Generalized Riccati equation
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Journal of Mathematical Ana...
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Existence of limiting distribution for affine processes
Journal article
Journal of Mathematical Analysis and Applications,2020, volume: 486, issue: 2
Authors:
Jin, Peng
;
Kremer, Jonas
;
Rüdiger, Barbara
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Submit date：2022/01/20
Affine process
Generalized Riccati equation
Limiting distribution
Stationary distribution
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