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2026
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Article
Sven Karbach.
Finite-rank approximation of affine processes on positive Hilbert-Schmidt operators.
Journal of Mathematical Analysis and Applications
553(2), 129852.
2024
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Article
Martin Friesen and Sven Karbach.
Stationary covariance regime for affine stochastic covariance models in Hilbert spaces.
Finance and Stochastics
28(4), pp. 1077-1116.
2023
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Article
Fred Espen Benth and Sven Karbach.
Multivariate continuous-time autoregressive moving-average processes on cones.
Stochastic Processes and their Applications
162, pp. 299-337.