Pages that link to "Item:Q2497172"

The following pages link to Skew convolution semigroups and affine Markov processes (Q2497172):

Displaying 50 items.

• Statistical inference for critical continuous state and continuous time branching processes with immigration (Q314552) (← links)
• A Lamperti-type representation of continuous-state branching processes with immigration (Q373588) (← links)
• Stochastic equations, flows and measure-valued processes (Q414291) (← links)
• On the limit distributions of continuous-state branching processes with immigration (Q429288) (← links)
• Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes (Q491376) (← links)
• Estimation for discretely observed continuous state branching processes with immigration (Q553018) (← links)
• On strong solutions for positive definite jump diffusions (Q554460) (← links)
• Affine processes are regular (Q662821) (← links)
• Branching processes in a Lévy random environment (Q683651) (← links)
• Branching processes with immigration and related topics (Q719983) (← links)
• Long-term behavior of non-ferrous metal price models with jumps (Q738493) (← links)
• Existence of limiting distribution for affine processes (Q777128) (← links)
• Lamperti transformation for continuous-state branching processes with competition and applications (Q900912) (← links)
• Some stability results of optimal investment in a simple Lévy market (Q939388) (← links)
• Catalytic discrete state branching models and related limit theorems (Q960182) (← links)
• Long time behaviour of stochastic interest rate models (Q1023108) (← links)
• Polynomial jump-diffusions on the unit simplex (Q1617132) (← links)
• Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations (Q1743339) (← links)
• Continuous-state branching processes in Lévy random environments (Q1800491) (← links)
• Stochastic equations for two-type continuous-state branching processes with immigration (Q1940855) (← links)
• On parameter estimation for critical affine processes (Q1951130) (← links)
• Moments of continuous-state branching processes with or without immigration (Q1987586) (← links)
• On the explosion of a class of continuous-state nonlinear branching processes (Q2076603) (← links)
• Construction of continuous-state branching processes in varying environments (Q2090603) (← links)
• The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901) (← links)
• A scaling limit theorem for Galton-Watson processes in varying environments (Q2135126) (← links)
• Uniqueness problem for SPDEs from population models (Q2153089) (← links)
• Continuous time mixed state branching processes and stochastic equations (Q2154335) (← links)
• Existence of densities for multi-type continuous-state branching processes with immigration (Q2196373) (← links)
• A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
• Limit theorems for flows of branching processes (Q2258912) (← links)
• Stochastic equations of non-negative processes with jumps (Q2267518) (← links)
• A continuous-state polynomial branching process (Q2274288) (← links)
• A conditioned continuous-state branching process with applications (Q2322645) (← links)
• A general continuous-state nonlinear branching process (Q2330469) (← links)
• Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (Q2347462) (← links)
• Alpha-CIR model with branching processes in sovereign interest rate modeling (Q2364536) (← links)
• On conditional least squares estimation for affine diffusions based on continuous time observations (Q2417987) (← links)
• Path-valued branching processes and nonlocal branching superprocesses (Q2438745) (← links)
• Stochastic equations for two-type continuous-state branching processes with immigration and competition (Q2453998) (← links)
• Parameter estimation in two-type continuous-state branching processes with immigration (Q2454006) (← links)
• Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes (Q2657935) (← links)
• MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS (Q3069958) (← links)
• A Class of Affine Processes Arising as Fluctuation Limits of Super-Brownian Motion in a Super-Brownian Catalytic Medium (Q3145064) (← links)
• Stationarity and Ergodicity for an Affine Two-Factor Model (Q3191827) (← links)
• On estimation of the variances for critical branching processes with immigration (Q3578680) (← links)
• Bond and option pricing for interest rate model with clustering effects (Q4554475) (← links)
• Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations (Q4579836) (← links)
• Strong Solutions of a Class of Stochastic Differential Equations with Jumps (Q4932829) (← links)
• Sample paths of continuous-state branching processes with dependent immigration (Q4967293) (← links)