Affine processes are regular
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Publication:662821
DOI10.1007/s00440-010-0309-4zbMath1235.60093arXiv0906.3392OpenAlexW1971007002MaRDI QIDQ662821
Josef Teichmann, Walter Schachermayer, Martin Keller-Ressel
Publication date: 13 February 2012
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0906.3392
Continuous-time Markov processes on general state spaces (60J25) Functional equations for real functions (39B22)
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