Regularity of affine processes on general state spaces (Q388907): Difference between revisions
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| Property / author: Martin Keller-Ressel / rank | |||
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| Property / author: Walter Schachermayer / rank | |||
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| Property / arXiv ID: 1105.0632 / rank | |||
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Latest revision as of 13:07, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularity of affine processes on general state spaces |
scientific article |
Statements
Regularity of affine processes on general state spaces (English)
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17 January 2014
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affine process
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regularity
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semimartingale
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generalized Riccati equation
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