Regularity of affine processes on general state spaces
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Publication:388907
DOI10.1214/EJP.v18-2043zbMath1291.60153arXiv1105.0632MaRDI QIDQ388907
Walter Schachermayer, Josef Teichmann, Martin Keller-Ressel
Publication date: 17 January 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1105.0632
60J25: Continuous-time Markov processes on general state spaces