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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Property / Mathematics Subject Classification ID: 60J25 / rank | |||
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Property / Mathematics Subject Classification ID: 91B70 / rank | |||
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Property / zbMATH DE Number: 6081498 / rank | |||
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affine processes | |||
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positive semidefinite processes | |||
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jumps | |||
Property / zbMATH Keywords: jumps / rank | |||
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Wishart processes | |||
Property / zbMATH Keywords: Wishart processes / rank | |||
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Revision as of 10:53, 30 June 2023
scientific article
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English | Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) |
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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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