next up previous
Next: OU-processes Up: Special results for EFM(2) Previous: Short-end slope

$\mu_\infty$

The (objective) state variables $\xi=(r,x,y)$ have the same unconditional mean:
\begin{displaymath}
\mu_\infty =
a_y \left(\begin{array}{c}1\\ 1\\ 1 \end{array}\right) \quad .
\end{displaymath} (66)



Markus Mayer 2009-06-22