18 citations · 29 across the 2 of their papers we have counts for
2 papers
math.PR2015★ 11 cited
Affine processes on and multiparameter time changes
Ma. Emilia Caballero, José Luis Pérez Garmendia, Gerónimo Uribe Bravo
We present a time change construction of affine processes with state-space . These processes were systematically studied in (Duffie, Filipović an…
math.PR2010★ 18 cited
A Lamperti-type representation of continuous-state branching processes with immigration
M. Emilia Caballero, José Luis Pérez Garmendia, Gerónimo Uribe Bravo
Guided by the relationship between the breadth-first walk of a rooted tree and its sequence of generation sizes, we are able to include immigration in the Lamperti representation o…