Before revision:  We apply our results to specific examples of such models -- multiplicative, Heston , and combined multiplicative-Heston -- and use historic stock market data to obtain parameters of their steady-state distributions and cross-correlations between Weiner processes in the models for stock returns and stochastic variance .
After revision:  We apply our results to specific examples of such models -- multiplicative, Heston , and combined multiplicative-Heston -- whose steady-state distributions and cross-correlations between Weiner processes in the models for stock returns and stochastic variance .