On strong solutions for positive definite jump diffusions (Q554460): Difference between revisions
From MaRDI portal
Latest revision as of 08:34, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On strong solutions for positive definite jump diffusions |
scientific article |
Statements
On strong solutions for positive definite jump diffusions (English)
0 references
4 August 2011
0 references
affine diffusions
0 references
jump diffusion processes on positive definite matrices
0 references
local martingales on stochastic intervals
0 references
matrix subordinators
0 references
stochastic differential equations on open sets
0 references
strong solutions
0 references
Wishart processes
0 references
0 references
0 references
0 references
