On strong solutions for positive definite jump diffusions (Q554460): Difference between revisions
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| Property / author | |||
| Property / author: Oliver Pfaffel / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J75 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5935928 / rank | |||
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| Property / zbMATH Keywords | |||
affine diffusions | |||
| Property / zbMATH Keywords: affine diffusions / rank | |||
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jump diffusion processes on positive definite matrices | |||
| Property / zbMATH Keywords: jump diffusion processes on positive definite matrices / rank | |||
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local martingales on stochastic intervals | |||
| Property / zbMATH Keywords: local martingales on stochastic intervals / rank | |||
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matrix subordinators | |||
| Property / zbMATH Keywords: matrix subordinators / rank | |||
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stochastic differential equations on open sets | |||
| Property / zbMATH Keywords: stochastic differential equations on open sets / rank | |||
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strong solutions | |||
| Property / zbMATH Keywords: strong solutions / rank | |||
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Wishart processes | |||
| Property / zbMATH Keywords: Wishart processes / rank | |||
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Revision as of 14:23, 1 July 2023
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)
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4 August 2011
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affine diffusions
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jump diffusion processes on positive definite matrices
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local martingales on stochastic intervals
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matrix subordinators
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stochastic differential equations on open sets
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strong solutions
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Wishart processes
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