Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices (Q2444649): Difference between revisions

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Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices
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    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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