Regularity results for degenerate Kolmogorov equations of affine type
  In this paper we show how to derive regularity for the solution of Kolmogorov PIDEs driven by a vector field which is a second order integro differential operator of affine type. These results are valuable in applications, in particular for the analysis of the convergence rate of weak approximation schemes for affine processes. 
Nicoletta Gabrielli
math.PR