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Aggregation and Linearity in the Provision of Intertemporal Incentives
Aggregation Linearity Intertemporal Incentives
2015/7/21
Aggregation and Linearity in the Provision of Intertemporal Incentives.
Statistical mixing and aggregation in Feller diffusion
New applications of statistical mechanics Stochastic processes Rigorous results in statistical mechanics
2010/11/2
We consider Feller mean-reverting square-root diffusion, which has been applied to model a wide variety of processes with linearly state-dependent diffusion,such as stochastic volatility and interest ...