Ergodicity for multidimensional jump diffusions with...

Ergodicity for multidimensional jump diffusions with position dependent jump rate

Löcherbach, Eva, Rabiet, Victor
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Volume:
53
Journal:
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
DOI:
10.1214/16-AIHP750
Date:
August, 2017
File:
PDF, 328 KB
2017
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