4. Mathematics
  5. Functional Analysis

Eberhard Mayerhofer

Mathematics – Functional Analysis

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A characterization of the martingale property of exponentially affine processes

Mathematics – Probability
Scientific paper

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Affine Diffusion Processes: Theory and Applications

Mathematics – Probability
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Affine processes on positive semidefinite d $\times$ d matrices have jumps of finite variation in dimension d > 1

Mathematics – Probability
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Affine processes on symmetric cones

Mathematics – Probability
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Density Approximations for Multivariate Affine Jump-Diffusion Processes

Mathematics – Statistics Theory
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