Pages that link to "Item:Q554460"
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The following pages link to On strong solutions for positive definite jump diffusions (Q554460):
Displayed 7 items.
- Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) (Q449230) (← links)
- Affine processes on positive semidefinite matrices (Q535197) (← links)
- Exact and high-order discretization schemes for Wishart processes and their affine extensions (Q1950261) (← links)
- Affine Diffusions with Non-Canonical State Space (Q2905356) (← links)
- THE WISHART SHORT RATE MODEL (Q4909141) (← links)
- Multidimensional Yamada-Watanabe theorem and its applications to particle systems (Q5396305) (← links)
- Optimal Portfolios for Financial Markets with Wishart Volatility (Q5407025) (← links)