Publication:3615208
From MaRDI portal
zbMath1158.60331arXivmath/0410457MaRDI QIDQ3615208
Publication date: 17 March 2009
Full work available at URL: https://arxiv.org/abs/math/0410457
Related Items
Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\), General Freidlin-Wentzell large deviations and positive diffusions, On strong solutions for positive definite jump diffusions, Geometric ergodicity of affine processes on cones, Moderate deviations and central limit theorem for small perturbation Wishart processes, Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices