Affine processes on \(\mathbb{R}_+^m\times\mathbb{R}^n\) and multiparameter time changes
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Publication:2403220
DOI10.1214/16-AIHP755zbMath1378.60111arXiv1501.03122MaRDI QIDQ2403220
Gerónimo Uribe Bravo, Maria-Emilia Caballero, José Luis Pérez Garmendia
Publication date: 15 September 2017
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.03122
Lévy processesOrnstein-Uhlenbeck processescontinuous-state branching processes with immigrationmultiparameter time change
Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Functional limit theorems; invariance principles (60F17)
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