Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices (Q2444649): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices |
scientific article |
Statements
Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices (English)
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10 April 2014
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affine Markov processes
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Wishart processes
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linear functionals
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transform formulae
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positive semidefinite matrices
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