非正则状态空间的仿射扩散
Affine diffusions with non-canonical state space
摘要：
本文详细研究了正则状态空间中的多维仿射扩散问题。我们目前的结果一般状态空间，并提供了一个完整的表征所有可能的仿射扩散与多面体和二次状态空间。给出了在状态空间边界上漂移和扩散行为的充要条件，以获得不变性并证明强存在唯一性。
英文摘要：
Multidimensional affine diffusions have been studied in detail for the case of a canonical state space. We present results for general state spaces and provide a complete characterization of all possible affine diffusions with polyhedral and quadratic state space. We give necessary and sufficient conditions on the behavior of drift and diffusion on the boundary of the state space in order to obtain invariance and to prove strong existence and uniqueness.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
