DOI10.1007/978-3-319-00321-4_8zbMath1287.60091arXiv1107.1607MaRDI QIDQ2865108
Josef Teichmann, Christa Cuchiero
Publication date: 28 November 2013 Published in: Lecture Notes in Mathematics (Search for Journal in Brave) Full work available at URL: https://arxiv.org/abs/1107.1607
zbMATH Keywords
regularity; path properties; affine process; Markov semimartingale
Mathematics Subject Classification ID
60J25: Continuous-time Markov processes on general state spaces
60G17: Sample path properties