Affine processes on \(\mathbb{R}_+^m\times\mathbb{R}^n\) and multiparameter time changes (Q2403220)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Affine processes on \(\mathbb{R}_+^m\times\mathbb{R}^n\) and multiparameter time changes |
scientific article |
Statements
Affine processes on \(\mathbb{R}_+^m\times\mathbb{R}^n\) and multiparameter time changes (English)
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15 September 2017
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Lévy processes
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continuous-state branching processes with immigration
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Ornstein-Uhlenbeck processes
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multiparameter time change
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