Holomorphic jump-diffusions

DOI10.1016/J.SPA.2025.104781MaRDI QIDQ6899017zbMATH OpenFDO

Authors Christa Cuchiero, Francesca Primavera, Sara Svaluto-Ferro

Publication date 17 November 2025

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2025.104781

zbMATH Keywords

affine processesdual representationFourier-Laplace transformsholomorphic mapsjump-diffusionspolynomial processespower series expansions

Mathematics Subject Classification ID

Higher-dimensional holomorphic and meromorphic dynamics (37F80) Diffusion processes (60J60) Jump processes on general state spaces (60J76)

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Cited in

(1)

• Signature SDEs from an affine and polynomial perspective

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