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Affine processes and pseudo-differential operators with unbounded coefficients - MaRDI portal

Affine processes and pseudo-differential operators with unbounded coefficients (Q2816824)

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scientific article; zbMATH DE number 6619560
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Affine processes and pseudo-differential operators with unbounded coefficients
scientific article; zbMATH DE number 6619560

    Statements

    25 August 2016
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    affine process
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    Ornstein-Uhlenbeck process
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    pseudo-differential operator
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    symbol of generator
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    simulation
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    Affine processes and pseudo-differential operators with unbounded coefficients (English)
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    Identifiers

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