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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Revision as of 20:50, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) |
scientific article |
Statements
Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) (English)
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12 September 2012
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affine processes
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positive semidefinite processes
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jumps
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Wishart processes
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