Name
Abstract | ||
|---|---|---|
•We show the existence of global positive solution to Eq. (2) for any initial value, which extends the corresponding result in Mao et al. [10].•We gives the pth moment estimation, asymptotically bounded in pth moment and the Lyapunov exponent of the solution Xt to Eq. (2).•We present some sufficient conditions for that the process (Xt, rt) determined by Eq. (2) is positive recurrent and admits a unique ergodic asymptotically invariant distribution. |
Year | DOI | Venue |
|---|---|---|
2020 | 10.1016/j.cnsns.2019.105110 | Communications in Nonlinear Science and Numerical Simulation |
Keywords | DocType | Volume |
Mean-reverting stochastic volatility equation,Global positive solution,Asymptotic boundedness in pth moment,Positive recurrence,Stationary distribution | Journal | 83 |
ISSN | Citations | PageRank |
1007-5704 | 0 | 0.34 |
References | Authors | |
0 | 3 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Yanling Zhu | 1 | 12 | 2.68 |
| Kai Wang | 2 | 1734 | 195.03 |
| Yong Ren | 3 | 83 | 15.29 |