Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) (Q449230): Difference between revisions

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+.0784
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+Exact and high-order discretization schemes for Wishart processes and their affine extensions
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+Q5420974
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+Wishart processes
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+Affine processes on positive semidefinite matrices
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+Affine processes and applications in finance
@@ Property / cites work: Affine processes and applications in finance / rank @@
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+Affine Diffusion Processes: Theory and Applications
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+Q5653423
@@ Property / cites work: Q5653423 / rank @@
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+On convexity of solutions of ordinary differential equations
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+Affine processes are regular
@@ Property / cites work: Affine processes are regular / rank @@
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+A characterization of the martingale property of exponentially affine processes
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+On strong solutions for positive definite jump diffusions
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+Q4937701
@@ Property / cites work: Q4937701 / rank @@
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+Publication:449230