Martin Friesen
- Exponential ergodicity for stochastic equations of nonnegative processes with jumps
2019/02/07 by Martin Friesen, Friesen, Martin, Peng Jin +5 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60F17 #60G10 #60H20 (Secondary) #60J80 (Primary) 60J25 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics