Skew convolution semigroups and affine markov processes

Annals of Probability

Volumn 34, Issue 3, 2006, Pages 1103-1142

  Dawson, D A ^a   Zenghu, L I ^b  

^a CARLETON UNIVERSITY   (Canada)

^b BEIJING NORMAL UNIVERSITY   (China)

Author keywords

Affine process; Catalytic branching process; Continuous state branching process; Immigration; Ornstein Uhlenbeck process; Poisson random measure; Skew convolution semigroup; Stochastic integral equation

Indexed keywords

EID: 33746176613     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117905000000747     Document Type: Article

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