Affine realizations with affine state processes for stochastic partial differential equations
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Publication:271881
DOI10.1016/j.spa.2016.01.004zbMath1336.60126arXiv1907.00336OpenAlexW2281649645MaRDI QIDQ271881
Publication date: 20 April 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.00336
stochastic partial differential equationsmathematical financeaffine realizationsaffine state processesinitial points
Financial applications of other theories (91G80) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items
Invariance of closed convex cones for stochastic partial differential equations, The geometry of differential constraints for a class of evolution PDEs, Infinite dimensional affine processes
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