Infinite dimensional affine processes (Q2229682)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite dimensional affine processes |
scientific article |
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Infinite dimensional affine processes (English)
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18 February 2021
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infinite dimensional affine process
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canonical state space
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Riccati equation
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stochastic differential equation on a Hilbert space
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Yamada-Watanabe theorem
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retracted subspace with compact embedding
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