Regularity of affine processes on general state spaces

DOI10.1214/EJP.v18-2043zbMath1291.60153arXiv1105.0632MaRDI QIDQ388907

Josef Teichmann, Martin Keller-Ressel, Walter Schachermayer

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

zbMATH Keywords

regularitygeneralized Riccati equationsemimartingaleaffine process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

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