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• W3198012740 abstract "Abstract We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to Markov chains in random environments in an efficient way." @default.
• W3198012740 created "2021-09-13" @default.
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• W3198012740 date "2022-06-20" @default.
• W3198012740 modified "2023-10-17" @default.
• W3198012740 title "Invariant measures for multidimensional fractional stochastic volatility models" @default.
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• W3198012740 doi "https://doi.org/10.1007/s40072-022-00261-x" @default.
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