论文标题
多维分数随机波动率模型的不变措施
Invariant measures for multidimensional fractional stochastic volatility models
论文作者
论文摘要
对于一类（可能是非马克维亚）随机波动率模型，我们将收敛到不变的度量趋于无穷大。我们的论点是基于马尔可夫链的一种新颖的耦合构想，该想法也以有效的方式扩展到马尔可夫链中。
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.
