Infinite dimensional affine processes (Q2229682): Difference between revisions

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+Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility
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+The Heston stochastic volatility model in Hilbert space
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+Q5574850
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+Polynomial processes in stochastic portfolio theory
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+Affine processes on positive semidefinite matrices
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+Affine processes on symmetric cones
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+Polynomial processes and their applications to mathematical finance
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+Polynomial jump-diffusions on the unit simplex
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+Probability measure-valued polynomial diffusions
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+Path Properties and Regularity of Affine Processes on General State Spaces
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+Stochastic Equations in Infinite Dimensions
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+Affine processes and applications in finance
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+Q3721531
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+Affine processes under parameter uncertainty
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+Time-inhomogeneous affine processes
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+Term-structure models. A graduate course
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+Polynomial diffusions and applications in finance
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+Stochastic Differential Equations in Infinite Dimensions
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+Existence of weak solutions for stochastic differential equations and martingale solutions for stochastic semilinear equations
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+Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models
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+Ergodic properties for \(\alpha\)-CIR models and a class of generalized Fleming-Viot processes
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+Q4778955
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+Exponential moments of affine processes
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+Affine processes are regular
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+Regularity of affine processes on general state spaces
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+Affine processes beyond stochastic continuity
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+The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities
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+Weak and strong solutions of general stochastic models
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+Stochastic partial differential equations: an introduction
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+Uniqueness for stochastic evolution equations in Banach spaces
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+Q5533878
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+Semigroups of linear operators and applications to partial differential equations
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+Affine Diffusions with Non-Canonical State Space
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+The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations
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+Affine realizations with affine state processes for stochastic partial differential equations
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+Semilinear evolution equations in Banach spaces
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+Functional analysis
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+On pathwise uniqueness of stochastic evolution equations in Hilbert spaces
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+On the uniqueness of solutions of stochastic differential equations
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+Q4601039
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