Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case (Q2021524)

Approximation theorems are established for generalized Feller processes introduced in the reference [\textit{P. Dörsek} and \textit{J. Teichmann}, ``A semigroup point of view on splitting schemes for stochastic (partial) differential equations'', Preprint, \url{arXiv:1011.2651}], which is applied to the study of stochastic (partial) differential equations considered as Markovian lifts of affine Volterra processes with jumps. In particular, new results on the existence, uniqueness and approximations are presented for Markovian lifts of diffusion-jump type affine rough volatility models.