Kang, Wanmo; Kang, Chulmin Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\). (English) Zbl 1309.60019 Stochastic Processes Appl. 124, No. 6, 2188-2227 (2014). MSC: 60F10 60J60 PDFBibTeX XMLCite \textit{W. Kang} and \textit{C. Kang}, Stochastic Processes Appl. 124, No. 6, 2188--2227 (2014; Zbl 1309.60019) Full Text: DOI
Kang, Chulmin; Kang, Wanmo Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices. (English) Zbl 1338.60191 Stochastic Processes Appl. 123, No. 6, 2419-2445 (2013). MSC: 60J25 60J55 PDFBibTeX XMLCite \textit{C. Kang} and \textit{W. Kang}, Stochastic Processes Appl. 123, No. 6, 2419--2445 (2013; Zbl 1338.60191) Full Text: DOI arXiv