Affine processes on $\Bbb R_+^m×\Bbb R^n$ and multiparameter time changes. Caballero, M. E., Pérez Garmendia, J. L., & Uribe Bravo, G. Ann. Inst. Henri Poincaré Probab. Stat., 53(3):1280–1304, 2017.
Paper doi bibtex @article{MR3689968,
author = {Caballero, M. Emilia and P\'erez Garmendia, Jos\'e Luis and Uribe Bravo, Ger\'onimo},
date-added = {2018-03-15 16:00:18 +0000},
date-modified = {2020-01-31 14:30:36 -0600},
doi = {10.1214/16-AIHP755},
fjournal = {Annales de l'Institut Henri Poincar\'e Probabilit\'es et Statistiques},
issn = {0246-0203},
journal = {Ann. Inst. Henri Poincar\'e Probab. Stat.},
keywords = {Time-change equations, Branching Processes, L{\'e}vy Processes},
mrclass = {60J80 (60F17 60G51 60J25)},
mrnumber = {3689968},
mrreviewer = {P\'eter Kevei},
number = {3},
pages = {1280--1304},
title = {Affine processes on {$\Bbb R_+^m\times\Bbb R^n$} and multiparameter time changes},
url = {https://doi.org/10.1214/16-AIHP755},
volume = {53},
year = {2017},
bdsk-url-1 = {https://doi.org/10.1214/16-AIHP755}}
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