Time-inhomogeneous affine processes. Filipović, D. Stochastic Process. Appl., 115(4):639–659, 2005. Paper doi bibtex @article{MR2128634,
Author = {Filipovi{{\'c}}, Damir},
Coden = {STOPB7},
Date-Added = {2011-01-26 11:08:26 -0600},
Date-Modified = {2011-01-26 11:08:26 -0600},
Doi = {10.1016/j.spa.2004.11.006},
Fjournal = {Stochastic Processes and their Applications},
Issn = {0304-4149},
Journal = {Stochastic Process. Appl.},
Mrclass = {60J25 (34G20 91B28)},
Mrnumber = {2128634 (2005m:60160)},
Mrreviewer = {M. Iosifescu},
Number = {4},
Pages = {639--659},
Title = {Time-inhomogeneous affine processes},
Url = {http://dx.doi.org/10.1016/j.spa.2004.11.006},
Volume = {115},
Year = {2005},
Bdsk-File-1 = {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},
Bdsk-Url-1 = {http://www.ams.org/mathscinet-getitem?mr=2128634},
Bdsk-Url-2 = {http://dx.doi.org/10.1016/j.spa.2004.11.006}}
Downloads: 0
{"_id":"dFQWpsa4XTPprCF6D","bibbaseid":"filipovi-timeinhomogeneousaffineprocesses-2005","authorIDs":[],"author_short":["Filipović, D."],"bibdata":{"bibtype":"article","type":"article","author":[{"propositions":[],"lastnames":["Filipović"],"firstnames":["Damir"],"suffixes":[]}],"coden":"STOPB7","date-added":"2011-01-26 11:08:26 -0600","date-modified":"2011-01-26 11:08:26 -0600","doi":"10.1016/j.spa.2004.11.006","fjournal":"Stochastic Processes and their Applications","issn":"0304-4149","journal":"Stochastic Process. Appl.","mrclass":"60J25 (34G20 91B28)","mrnumber":"2128634 (2005m:60160)","mrreviewer":"M. Iosifescu","number":"4","pages":"639–659","title":"Time-inhomogeneous affine processes","url":"http://dx.doi.org/10.1016/j.spa.2004.11.006","volume":"115","year":"2005","bdsk-file-1":"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","bdsk-url-1":"http://www.ams.org/mathscinet-getitem?mr=2128634","bdsk-url-2":"http://dx.doi.org/10.1016/j.spa.2004.11.006","bibtex":"@article{MR2128634,\n\tAuthor = {Filipovi{{\\'c}}, Damir},\n\tCoden = {STOPB7},\n\tDate-Added = {2011-01-26 11:08:26 -0600},\n\tDate-Modified = {2011-01-26 11:08:26 -0600},\n\tDoi = {10.1016/j.spa.2004.11.006},\n\tFjournal = {Stochastic Processes and their Applications},\n\tIssn = {0304-4149},\n\tJournal = {Stochastic Process. Appl.},\n\tMrclass = {60J25 (34G20 91B28)},\n\tMrnumber = {2128634 (2005m:60160)},\n\tMrreviewer = {M. Iosifescu},\n\tNumber = {4},\n\tPages = {639--659},\n\tTitle = {Time-inhomogeneous affine processes},\n\tUrl = {http://dx.doi.org/10.1016/j.spa.2004.11.006},\n\tVolume = {115},\n\tYear = {2005},\n\tBdsk-File-1 = {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},\n\tBdsk-Url-1 = {http://www.ams.org/mathscinet-getitem?mr=2128634},\n\tBdsk-Url-2 = {http://dx.doi.org/10.1016/j.spa.2004.11.006}}\n\n","author_short":["Filipović, D."],"key":"MR2128634","id":"MR2128634","bibbaseid":"filipovi-timeinhomogeneousaffineprocesses-2005","role":"author","urls":{"Paper":"http://dx.doi.org/10.1016/j.spa.2004.11.006"},"downloads":0},"bibtype":"article","biburl":"https://www.matem.unam.mx/~geronimo/GenBib.bib","creationDate":"2020-01-31T19:54:15.145Z","downloads":0,"keywords":[],"search_terms":["time","inhomogeneous","affine","processes","filipović"],"title":"Time-inhomogeneous affine processes","year":2005,"dataSources":["nrXzNrxsNEnPJbYnT"]}