Existence of limiting distribution for affine processes
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DOI: 10.1016/j.jmaa.2020.123912
Abstract: In this paper, sufficient conditions are given for the existence of limiting distribution of a conservative affine process on the canonical state space $\mathbb{R}_{\geqslant0}^{m}\times\mathbb{R}^{n}$, where $m,\thinspace n\in\mathbb{Z}_{\geqslant0}$ with $m+n>0$. Our main theorem extends and unifies… read more here.
Keywords: existence limiting; affine; mathbb geqslant0; limiting distribution ... See more keywords