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@article{ Marinelli2010, title = {Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise}, author = {Marinelli, Carlo}, journal = {Quantitative Finance}, number = {1}, pages = {39-47}, volume = {10}, year = {2010}, doi = {https://doi.org/10.1080/14697680802595692}, urn = {https://nbn-resolving.org/urn:nbn:de:0168-ssoar-221409}, abstract = {We give sufficient conditions for existence, uniqueness and ergodicity of invariant measures for Musiela’s stochastic partial differential equation with deterministic volatility and a Hilbert space valued driving Lévy noise. Conditions for the absence of arbitrage and for the existence of mild solutions are also discussed.}, }