Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case

DOI10.1007/s00028-020-00557-2zbMath1462.60083arXiv1804.10450OpenAlexW3004078633MaRDI QIDQ2021524

Christa Cuchiero, Josef Teichmann

Publication date: 27 April 2021

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.10450

zbMATH Keywords

stochastic partial differential equationsaffine processesvariation of constant formularough volatility modelsstochastic Volterra processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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