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Measure-valued affine and polynomial diffusions:
Cuchiero, Christa
;
Di Persio, Luca
;
Guida, Francesco
.
Stochastic Processes and their Applications. 175 (2024) - p. 104392 , 2024
Link:
https://doi.org/10.1016/j.spa.2024.104392
RT Journal T1 <Title>Measure-valued affine and polynomial diffusions</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.spa.2024.104392&Exemplar=1&LAN=DE A1 Cuchiero, Christa A1 Di Persio, Luca A1 Guida, Francesco A1 Svaluto-Ferro, Sara PB Elsevier BV YR 2024 SN 0304-4149 JF Stochastic Processes and their Applications VO 175 SP 104392 LK http://dx.doi.org/https://doi.org/10.1016/j.spa.2024.104392 DO https://doi.org/10.1016/j.spa.2024.104392 SF ELIB - SuUB Bremen
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