Affine processes on symmetric cones (Q300276): Difference between revisions

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+J25
@@ Property / Mathematics Subject Classification ID: 60J25 / rank @@
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@@ Property / zbMATH DE Number @@
+6598630
@@ Property / zbMATH DE Number: 6598630 / rank @@
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@@ Property / zbMATH Keywords @@
+affine Markov processes
@@ Property / zbMATH Keywords: affine Markov processes / rank @@
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@@ Property / zbMATH Keywords @@
+symmetric cones
@@ Property / zbMATH Keywords: symmetric cones / rank @@
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@@ Property / zbMATH Keywords @@
+non-central Wishart distribution
@@ Property / zbMATH Keywords: non-central Wishart distribution / rank @@
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@@ Property / zbMATH Keywords @@
+Wishart processes
@@ Property / zbMATH Keywords: Wishart processes / rank @@
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+.1233
@@ Property / arXiv ID: 1112.1233 / rank @@
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+Q5293839
@@ Property / cites work: Q5293839 / rank @@
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@@ Property / cites work @@
+Q5420974
@@ Property / cites work: Q5420974 / rank @@
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@@ Property / cites work @@
+Wishart processes
@@ Property / cites work: Wishart processes / rank @@
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@@ Property / cites work @@
+Path Properties and Regularity of Affine Processes on General State Spaces
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@@ Property / cites work @@
+Affine processes on positive semidefinite matrices
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@@ Property / cites work @@
+Positive groups on \(\mathcal H^n\) are completely positive
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@@ Property / cites work @@
+Q5565769
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@@ Property / cites work @@
+Affine processes and applications in finance
@@ Property / cites work: Affine processes and applications in finance / rank @@
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@@ Property / cites work @@
+Q4321748
@@ Property / cites work: Q4321748 / rank @@
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@@ Property / cites work @@
+SOLVABLE AFFINE TERM STRUCTURE MODELS
@@ Property / cites work: SOLVABLE AFFINE TERM STRUCTURE MODELS / rank @@
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@@ Property / cites work @@
+The automorphism group of a completely positive cone and its Lie algebra
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@@ Property / cites work @@
+Solving Ordinary Differential Equations I
@@ Property / cites work: Solving Ordinary Differential Equations I / rank @@
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@@ Property / cites work @@
+Positivitätsbereiche und Jordan-Strukturen
@@ Property / cites work: Positivitätsbereiche und Jordan-Strukturen / rank @@
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@@ Property / cites work @@
+Q3141900
@@ Property / cites work: Q3141900 / rank @@
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@@ Property / cites work @@
+The gradient maps associated to certain non-homogeneous cones
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@@ Property / cites work @@
+Affine Diffusions with Non-Canonical State Space
@@ Property / cites work: Affine Diffusions with Non-Canonical State Space / rank @@
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@@ Property / cites work @@
+Affine processes are regular
@@ Property / cites work: Affine processes are regular / rank @@
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@@ Property / cites work @@
+Regularity of affine processes on general state spaces
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@@ Property / cites work @@
+Exotic one-parameter semigroups of endomorphisms of a symmetric cone
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@@ Property / cites work @@
+All Invariant Moments of the Wishart Distribution
@@ Property / cites work: All Invariant Moments of the Wishart Distribution / rank @@
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@@ Property / cites work @@
+Q5786974
@@ Property / cites work: Q5786974 / rank @@
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@@ Property / cites work @@
+On transformations and determinants of Wishart variables on symmetric cones
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@@ Property / cites work @@
+Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\)
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@@ Property / cites work @@
+A characterization of the martingale property of exponentially affine processes
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@@ Property / cites work @@
+On strong solutions for positive definite jump diffusions
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@@ Property / cites work @@
+Q3219581
@@ Property / cites work: Q3219581 / rank @@
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+Manifold of primitive idempotents in a Jordan-Hilbert algebra
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+On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes
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@@ Property / cites work @@
+Q3999823
@@ Property / cites work: Q3999823 / rank @@
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@@ Property / cites work @@
+Q5518473
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@@ Property / cites work @@
+Über die Invarianz konvexer Mengen und Differentialungleichungen in einem normierten Raume
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@@ Property / cites work @@
+Ordinary differential equations: an introduction
@@ Property / cites work: Ordinary differential equations: an introduction / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:300276