On strong solutions for positive definite jump diffusions (Q554460)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On strong solutions for positive definite jump diffusions |
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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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